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Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
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Zakoïan, Jean-Michel
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2000
Persistent link: https://www.econbiz.de/10001549029
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Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
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Zakoïan, Jean-Michel
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1999
Persistent link: https://www.econbiz.de/10001430409
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