Mixture periodic autoregressive conditional heteroskedastic models
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- Nadia Boussaha & Faycal Hamdi & Saïd Souam, 2018. "Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling," EconomiX Working Papers 2018-14, University of Paris Nanterre, EconomiX.
- Nadia Boussaha & Faycal Hamdi & Saïd Souam, 2018. "Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling," Working Papers hal-04141780, HAL.
- Abdelhakim Aknouche & Nadia Rabehi, 2010. "On an independent and identically distributed mixture bilinear time‐series model," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(2), pages 113-131, March.
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