[IEEE 2011 International Conference on Modelling, Identification and Control - Shanghai (2011.06.26-2011.06.29)] Proceedings of 2011 International Conference on Modelling, Identification and Control - Bivariate normal mixture GARCH model: An application to Chinese stock markets
Ning-ning Shang,, Qing-xian Xiao,Year:
2011
Language:
english
DOI:
10.1109/ICMIC.2011.5973705
File:
PDF, 143 KB
english, 2011