Modèles ARCH avec changement de régime markovien

Comptes Rendus de l'Académie des Sciences - Series I - Mathematics 2000 Vol. 330; Iss. 10

Modèles ARCH avec changement de régime markovien

Christian Francq, Michel Roussignol, Jean-Michel Zakoı̈an
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Volume:
330
Year:
2000
Language:
french
Pages:
4
DOI:
10.1016/s0764-4442(00)00291-3
File:
PDF, 132 KB
french, 2000
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