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Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10009706200
Saved in:
2
Accurate risk and density prediction of asset prices
Steude, Sven Christian
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003640144
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