C. S. Wong. Modeling Hong Kong s stock index with the Student t-mixture autoregressive model. Mathematics and Computers in Simulation, 81(7):1334-1343, 2011. [doi]
@article{Wong11-2,
title = {Modeling Hong Kong s stock index with the Student t-mixture autoregressive model},
author = {C. S. Wong},
year = {2011},
doi = {10.1016/j.matcom.2010.05.014},
url = {http://dx.doi.org/10.1016/j.matcom.2010.05.014},
tags = {modeling, C++},
researchr = {https://researchr.org/publication/Wong11-2},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {81},
number = {7},
pages = {1334-1343},
}