Specific Markov-Switching Behavior for ARMA Parameters

Reference : Specific Markov-Switching Behavior for ARMA Parameters


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/14296

Title :	Specific Markov-Switching Behavior for ARMA Parameters
Language :	English
Author, co-author :	Carpantier, Jean-Francois [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
Publication date :	2013
Peer reviewed :	No
Audience :	International
Event name :	Journées d'Econométrie: Développements Récents Appliqués à la Finance
Event date :	11-12-2013
Event place (city) :	Paris-Nanterre
Event country :	France
Permalink :	http://hdl.handle.net/10993/14296

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