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

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Alexander, C. and Lazar, E. ORCID: 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

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To link to this item 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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University of Reading