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On a dynamic mixture GARCH model.

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Bibliographic Details
Title: On a dynamic mixture GARCH model.
Authors: Cheng, Xixin1, Yu, Philip L. H.1, Li, W. K.1
Source: Journal of Forecasting. Apr2009, Vol. 28 Issue 3, p247-265. 19p. 6 Charts, 4 Graphs.
Database: Mathematics Source
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PubType: Academic Journal
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        Value: 10.1002/for.1093
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        Text: English
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        PageCount: 19
        StartPage: 247
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      – TitleFull: On a dynamic mixture GARCH model.
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            NameFull: Cheng, Xixin
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            NameFull: Yu, Philip L. H.
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              Text: Apr2009
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