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~person:"Hecker, JayEtta Z."
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~type_genre:"Government document"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Systematic review"
~type_genre:"Textbook"
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GARCH models : structure, statistical inference and financial applications
Francq, Christian
;
Zakoïan, Jean-Michel
-
2019
-
Second edition
Comparisons of Asymmetric GARCH Formulations -- 4.9 Models Incorporating External
Information
-- 4.10 Models Based on the Score …
Persistent link: https://www.econbiz.de/10012032403
Saved in:
2
GARCH models : structure, statistical inference and financial applications
Francq, Christian
;
Zakoïan, Jean-Michel
-
2019
-
Second edition
Persistent link: https://www.econbiz.de/10012011633
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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