2008 | ||
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2 | EE | Christian 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 | ||
1 | EE | Alessandra Amendola, Christian Francq, Siem Jan Koopman: Special Issue on Nonlinear Modelling and Financial Econometrics. Computational Statistics & Data Analysis 51(4): 2115-2117 (2006) |
1 | Alessandra Amendola | [1] |
2 | Siem Jan Koopman | [1] |
3 | Jean-Michel Zakoian | [2] |