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type_genre:"Mikroform"
type_genre:"Sammlung"
~person:"Griliches, Zvi"
~person:"Zakoïan, Jean-Michel"
~subject:"ARMA-Modell"
~subject:"Frankreich"
~type_genre:"Amtsdruckschrift"
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Griliches, Zvi
Zakoïan, Jean-Michel
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1
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
2
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
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3
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
4
R & D and productivity : the econometric evidence
Griliches, Zvi
-
1998
Persistent link: https://www.econbiz.de/10013480896
Saved in:
5
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
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