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person:"Francq, Christian"
~isPartOf:"Journal of econometrics"
~person:"Liesenfeld, Roman"
~subject:"ARMA model"
~subject:"Zeitreihenanalyse"
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ARMA model
Zeitreihenanalyse
ARMA-Modell
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1
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1
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Francq, Christian
Liesenfeld, Roman
Hecq, Alain W. J.
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
CoFE discussion papers
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Economics working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
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2
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
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