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~person:"Hecker, JayEtta Z."
~person:"Zakoïan, Jean-Michel"
~subject:"ARMA-Modell"
~type_genre:"Government document"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Systematic review"
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Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
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Zakoïan, Jean-Michel
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2000
Persistent link: https://www.econbiz.de/10001549029
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Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
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Zakoïan, Jean-Michel
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1999
Persistent link: https://www.econbiz.de/10001430409
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Stationarity of multivariate markov-switching ARMA models
Francq, Christian
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Zakoïan, Jean-Michel
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2000
Persistent link: https://www.econbiz.de/10001530320
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