L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Antoine Frachot; Christian Gourieroux
Journal de la société française de statistique (1992)
- Volume: 133, Issue: 4, page 53-64
- ISSN: 1962-5197
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topFrachot, Antoine, and Gourieroux, Christian. "L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH." Journal de la société française de statistique 133.4 (1992): 53-64. <http://eudml.org/doc/198294>.
@article{Frachot1992,
author = {Frachot, Antoine, Gourieroux, Christian},
journal = {Journal de la société française de statistique},
language = {fre},
number = {4},
pages = {53-64},
publisher = {Société de statistique de Paris},
title = {L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH},
url = {http://eudml.org/doc/198294},
volume = {133},
year = {1992},
}
TY - JOUR
AU - Frachot, Antoine
AU - Gourieroux, Christian
TI - L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH
JO - Journal de la société française de statistique
PY - 1992
PB - Société de statistique de Paris
VL - 133
IS - 4
SP - 53
EP - 64
LA - fre
UR - http://eudml.org/doc/198294
ER -
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