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

Alexander, C. and Lazar, E. (2006) Normal mixture GARCH(1,1): applications to exchange rate modelling. Journal of Applied Econometrics, 21 (3). pp. 307-336. ISSN 1099-1255

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To link to this article DOI: 10.1002/jae.849


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:20500
Publisher:Wiley

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