"Modelling nonlinearities and heavy tails via threshold normal mixture ..."

D. Giannikis, Ioannis D. Vrontos, Petros Dellaportas (2008)

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DOI: 10.1016/J.CSDA.2007.05.007

access: closed

type: Journal Article

metadata version: 2023-09-30

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D. Giannikis, Ioannis D. Vrontos, Petros Dellaportas:
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models. Comput. Stat. Data Anal. 52(3): 1549-1571 (2008)

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