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Contribution Details

Type Book Chapter
Scope Learning and pedagogical Research
Title Mixture and regime-switching GARCH models
Organization Unit
Authors
  • Marc Paolella
  • Markus Haas
Editors
  • Luc Bauwens
  • Christian M Hafner
  • Sebastian Laurent
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Booktitle Handbook of volatility models and their applications
Series Name Wiley handbooks in financial engineering and econometrics
ISBN 978-0-470-87251-2
Number 3
Place of Publication Hoboken, NJ
Publisher Wiley
Page Range 71 - 102
Date 2012-06
Related URLs
Digital Object Identifier 10.1002/9781118272039.ch3
Other Identification Number merlin-id:4508
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