Badescu, A., Kulperger, R. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754
(2008)
Option valuation with normal mixture GARCH models.
Studies in nonlinear dynamics & econometrics, 12 (2).
5.
ISSN 1558-3708
doi: 10.2202/1558-3708.1580
Altmetric Badge
Item Type | Article |
URI | https://reading-clone.eprints-hosting.org/id/eprint/20454 |
Item Type | Article |
Refereed | Yes |
Divisions | Henley Business School > Finance and Accounting |
Publisher | The Berkeley Electronic Press |
Download/View statistics | View download statistics for this item |
Deposit Details
University Staff: Request a correction | Centaur Editors: Update this record