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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Economics letters
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Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
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2009
Persistent link: https://www.econbiz.de/10003935357
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2
Switching VARMA term structure models : extended version
Monfort, Alain
;
Pegoraro, Fulvio
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2007
Persistent link: https://www.econbiz.de/10003592184
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3
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
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4
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001491355
Saved in:
5
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
6
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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