@inbook{publication-4508,
	address={Hoboken, NJ},
	author={Paolella, Marc S and Haas, Markus},
	booktitle={Handbook of volatility models and their applications},
	doi={10.1002/9781118272039.ch3},
	editor={Bauwens, Luc and Hafner, Christian M and Laurent, Sebastian},
	isbn={978-0-470-87251-2},
	month={JUN},
	number=3,
	pages={71-102},
	publisher={Wiley},
	series={Wiley handbooks in financial engineering and econometrics},
	title={Mixture and regime-switching GARCH models},
	year=2012,
}