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A Long Memory Model with Normal Mixture GARCH

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  • Yin-Wong Cheung
  • Sang-Kuck Chung

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  • Yin-Wong Cheung & Sang-Kuck Chung, 2011. "A Long Memory Model with Normal Mixture GARCH," Computational Economics, Springer;Society for Computational Economics, vol. 38(4), pages 517-539, November.
    • Handle: RePEc:kap:compec:v:38:y:2011:i:4:p:517-539
    DOI: 10.1007/s10614-011-9274-y
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