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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Billio, Monica"
~type_genre:"Amtliche Publikation"
~type_genre:"Rezension"
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Billio, Monica
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Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
Persistent link: https://www.econbiz.de/10012098763
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Business cycle analysis with multivariate Markov switching models
Anas, Jacques
;
Billio, Monica
;
Ferrara, Laurent
;
Lo …
- In:
Growth and cycle in the Euro-zone
,
(pp. 249-260)
.
2006
Persistent link: https://www.econbiz.de/10003412214
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