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~isPartOf:"CFS working paper series"
~person:"Mittnik, Stefan"
~subject:"Capital income"
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Mittnik, Stefan
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CFS working paper series
Journal of risk and financial management : JRFM
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Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
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2
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
3
Multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003351679
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