"Statistical inference for mixture GARCH models with financial application."

Maddalena Cavicchioli (2021)

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DOI: 10.1007/S00180-021-01092-5

access: closed

type: Journal Article

metadata version: 2021-12-15

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Maddalena Cavicchioli:
Statistical inference for mixture GARCH models with financial application. Comput. Stat. 36(4): 2615-2642 (2021)

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