Statistical inference for mixture GARCH models with financial application
Crossref DOI link: https://doi.org/10.1007/s00180-021-01092-5
Published Online: 2021-03-12
Published Print: 2021-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cavicchioli, Maddalena http://orcid.org/0000-0001-7125-8111
Text and Data Mining valid from 2021-03-12
Version of Record valid from 2021-03-12
Article History
Received: 20 December 2019
Accepted: 1 March 2021
First Online: 12 March 2021