Multimodality in GARCH regression models
Jurgen Doornik and
Marius Ooms
International Journal of Forecasting, 2008, vol. 24, issue 3, 432-448
Date: 2008
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Working Paper: Multimodality in the GARCH Regression Model (2003) 
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:24:y:2008:i:3:p:432-448
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