Accessibility navigation

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

Tools

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

Full text not archived in this repository.

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
Deposit Details

Repository Staff Only: item control page

Page navigation

See also