@article{publication-8713, author={Haas, Markus and Krause, Jochen and Paolella, Marc S and Steude, Sven C}, doi={10.1016/j.najef.2013.02.024}, issn={1062-9408}, journal={North American Journal of Economics and Finance}, pages={602-623}, publisher={Elsevier}, title={Time-varying mixture GARCH models and asymmetric volatility}, volume=26, year=2013, }