Conditional Heteroskedasticity Driven by Hidden Markov Chains
| Year of publication: |
1998
|
|---|---|
| Authors: | Francq, Christian ; Roussignol, Michel ; Zakoïan, Jean-Michel |
| Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 98-45 |
| Source: |
Persistent link: https://www.econbiz.de/10005566914