Specific Markov-Switching Behavior for ARMA Parameters

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Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

Carpantier, Jean-Francois

2013 • Journées d'Econométrie: Développements Récents Appliqués à la Finance

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https://hdl.handle.net/10993/14296

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Disciplines :

Finance

Author, co-author :

Carpantier, Jean-Francois ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA)

Language :

English

Title :

Specific Markov-Switching Behavior for ARMA Parameters

Publication date :

2013

Event name :

Journées d'Econométrie: Développements Récents Appliqués à la Finance

Event place :

Paris-Nanterre, France

Event date :

11-12-2013

Audience :

International

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since 07 January 2014

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