@misc{HaasMittnikPaolella2008, author = {Markus Haas and Stefan Mittnik and Marc S. Paolella}, title = {Asymmetric multivariate normal mixture GARCH}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2008,07}, number = {January 18, 2008}, institution = {Center for Financial Studies (CFS)}, series = {CFS working paper series}, number = {2008, 07}, type = {workingpaper}, pages = {44}, year = {2008}, }