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Christian Francq

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2008
2EEChristian Francq, Jean-Michel Zakoian: Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. Computational Statistics & Data Analysis 52(6): 3027-3046 (2008)
2006
1EEAlessandra Amendola, Christian Francq, Siem Jan Koopman: Special Issue on Nonlinear Modelling and Financial Econometrics. Computational Statistics & Data Analysis 51(4): 2115-2117 (2006)

Coauthor Index

1Alessandra Amendola [1]
2Siem Jan Koopman [1]
3Jean-Michel Zakoian [2]

Colors in the list of coauthors

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)