@misc{HaasMittnik2008,
  author    = {Markus Haas and Stefan Mittnik},
  title     = {Multivariate regime-switching GARCH with an application to international stock markets},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2008,08},
  number    = {Version January 2008},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2008, 08},
  type      = {workingpaper},
  pages     = {48},
  year        = {2008},
}