@misc{HaasMittnikPaolella2006,
  author    = {Markus Haas and Stefan Mittnik and Marc S. Paolella},
  title     = {Multivariate normal mixture GARCH},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2006,09},
  number    = {Version April 2006},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2006, 09},
  type      = {workingpaper},
  pages     = {46},
  year        = {2006},
}