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person:"Hecq, Alain W. J."
~person:"Francq, Christian"
~person:"Karanasos, Menelaos"
~subject:"Markov chain"
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Hecq, Alain W. J.
Francq, Christian
Karanasos, Menelaos
Dufays, Arnaud
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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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Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
3
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
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