Conditional heteroskedasticity driven by hidden Markov chains
| Year of publication: |
1998
|
|---|---|
| Authors: | Francq, Christian ; Roussignol, Michel ; Zakoian, Jean-Michel |
| Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 1998,86 |
| Source: |
Persistent link: https://www.econbiz.de/10010601760