@article{publication-479,
	author={Haas, Markus and Mittnik, Stefan and Paolella, Marc S},
	doi={10.1016/j.csda.2007.12.018},
	issn={0167-9473},
	journal={Computational Statistics and Data Analysis},
	number=6,
	pages={2129-2154},
	publisher={Elsevier},
	title={Asymmetric multivariate normal mixture GARCH},
	volume=53,
	year=2009,
}