The Resource Conditional heteroskedasticity driven by hidden Markov chains

Conditional heteroskedasticity driven by hidden Markov chains

Label
Conditional heteroskedasticity driven by hidden Markov chains
Title
Conditional heteroskedasticity driven by hidden Markov chains
Creator
Contributor
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Francq, C
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Roussignol, M
  • Zakoian, Jean-Michel
  • Centre de recherche en économie et statistique (Paris, France)
Series statement
Documents de travail du CREST
Series volume
9845
Label
Conditional heteroskedasticity driven by hidden Markov chains
Link
Instantiates
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb12312307
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)535377912
Label
Conditional heteroskedasticity driven by hidden Markov chains
Link
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb12312307
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)535377912

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