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Conditional Heteroskedasticity Driven by Hidden Markov Chains

✍ Scribed by Christian Francq; Michel Roussignol; Jean-Michel Zakoian

Book ID: 108549454
Publisher: John Wiley and Sons
Year: 2001
Tongue: English
Weight: 452 KB
Volume: 22
Category: Article
ISSN: 0143-9782
DOI: 10.1111/1467-9892.00219

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