@misc{HaasMittnikPaolella2002,
  author    = {Markus Haas and Stefan Mittnik and Marc S. Paolella},
  title     = {Mixed normal conditional heteroskedasticity},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2002,10},
  number    = {Version September 2002},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2002, 10},
  type      = {workingpaper},
  pages     = {35},
  year        = {2002},
}