Les modèles de classe ARCH
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References listed on IDEAS
- Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1989.
"On some computational aspects of equilibrium business cycle theory,"
Journal of Economic Dynamics and Control,
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More about this item
Keywordsprocessus ARCH; GARCH; méthode d’estimation; procédure de test;
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