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~person:"Francq, Christian"
~type_genre:"Amtsdruckschrift"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Markov process"
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Francq, Christian
Stachurski, John
21
Casarin, Roberto
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Dijk, Herman K. van
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Zha, Tao
18
Waggoner, Daniel F.
17
Lütkepohl, Helmut
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Reffett, Kevin L.
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Weber, Andrea
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Koopman, Siem Jan
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Leiva-Leon, Danilo
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Martin, Gael M.
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Zhang, Xibin
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Doraszelski, Ulrich
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Guidolin, Massimo
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Vieille, Nicolas
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Winter-Ebmer, Rudolf
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
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2
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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3
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
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4
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
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