"Random coefficient mixture (RCM) GARCH models."

A. Thavaneswaran, S. S. Appadoo, Jagbir Singh (2005)

> Home

Details and statistics

DOI: 10.1016/J.MCM.2005.02.004

access: open

type: Journal Article

metadata version: 2021-02-17

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/mcm/ThavaneswaranAS05
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcm/ThavaneswaranAS05
A. Thavaneswaran, S. S. Appadoo, Jagbir Singh:
Random coefficient mixture (RCM) GARCH models. Math. Comput. Model. 42(5-6): 519-532 (2005)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.