@article{publication-4449, author={Broda, Simon A and Haas, Markus and Krause, Jochen and Paolella, Marc S and Steude, Sven C}, doi={10.1016/j.jeconom.2012.08.012}, issn={0304-4076}, journal={Journal of Econometrics}, number=2, pages={292-306}, publisher={Elsevier}, title={Stable mixture GARCH models}, volume=172, year=2013, }