%0 Journal Article %1 Francq2005 %A Francq, Christian %A ZakoI\vsan, Jean-Michel %D 2005 %J Stochastic Processes and their Applications %K ARMA representation %N 9 %P 1557--1582 %T The L2-structures of standard and switching-regime GARCH models %U http://www.sciencedirect.com/science/article/B6V1B-4G643J7-1/1/e51500ed542cba824ccd8036b92d8da5 %V 115

@article{Francq2005, added-at = {2008-04-22T14:25:45.000+0200}, author = {Francq, Christian and ZakoI{\vs}an, Jean-Michel}, biburl = {https://www.bibsonomy.org/bibtex/237cea6d48cae41989d3b7904ecd94434/smicha}, description = {Stochastic Processes and their Applications}, interhash = {8ffa6d714e84735c618103cad24b2d54}, intrahash = {37cea6d48cae41989d3b7904ecd94434}, journal = {Stochastic Processes and their Applications}, keywords = {ARMA representation}, month = Sep, number = 9, pages = {1557--1582}, timestamp = {2008-04-22T14:30:13.000+0200}, title = {The L2-structures of standard and switching-regime GARCH models}, url = {http://www.sciencedirect.com/science/article/B6V1B-4G643J7-1/1/e51500ed542cba824ccd8036b92d8da5}, volume = 115, year = 2005 }