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GARCH and irregularly spaced data
Meddahi, Nour; Renault, Eric; Werker, Bas - In: Economics Letters 90 (2006) 2, pp. 200-204
Persistent link: https://www.econbiz.de/10005095358
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Memory and infrequent breaks
Gourieroux, Christian; Jasiak, Joann - In: Economics Letters 70 (2001) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10005362409
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Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gourieroux, Christian - In: Economics Letters 71 (2001) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10005269966