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~institution:"Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät"
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Université Paris-Dauphine (Paris IX)
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HAL
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Society for Computational Economics - SCE
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Université Paris-Dauphine
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SFB 373 Discussion Papers
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Sonderforschungsbereich 373
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Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoian, Jean-Michel
-
Sonderforschungsbereich 373, Quantifikation und …
-
1998
Persistent link: https://www.econbiz.de/10010601760
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Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoian, Jean-Michel
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795131
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