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~person:"Carsoule, Frédéric"
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Carsoule, Frédéric
Franses, Philip Hans
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Report / Econometric Institute, Erasmus University Rotterdam
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Mathematical methods of operations research
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Monitoring st[ru]ctural change in variance, with an application to European nominal exchange rate volatility
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525987
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2
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
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3
A note on monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
- In:
Mathematical methods of operations research
57
(
2003
)
1
,
pp. 51-62
Persistent link: https://www.econbiz.de/10006614593
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