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Normal mixture GARCH(1,1): applications to exchange rate modelling

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Alexander, C. and Lazar, E. orcid id iconORCID: https://orcid.org/0000-0002-8761-0754 (2006) Normal mixture GARCH(1,1): applications to exchange rate modelling. Journal of Applied Econometrics, 21 (3). pp. 307-336. ISSN 1099-1255 doi: 10.1002/jae.849

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20500
Identification Number/DOI 10.1002/jae.849
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Wiley
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Download
Full text not archived in this repository.
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