@article{publication-4477, author={Paolella, Marc and Haas, Markus and Mittnik, Stefan}, doi={10.1093/jjfinec/nbh009}, issn={1479-8409}, journal={Journal of Financial Econometrics}, number=2, pages={211-250}, publisher={Oxford}, title={Mixed normal conditional heteroskedasticity}, volume=2, year=2004, }