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Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models http://www.homepages.ucl.ac.uk/~ucakpde/publication/giannikis-2008-modelling/
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Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models http://www.homepages.ucl.ac.uk/~ucakpde/publication/giannikis-2008-modelling/
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