%0 Journal Article %1 Francq2008 %A Francq, Christian %A ZakoI\vsan, Jean-Michel %D 2008 %J Computational Statistics & Data Analysis %K ARMA representation %N 6 %P 3027--3046 %T Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference %U http://www.sciencedirect.com/science/article/B6V8V-4PFDDH8-1/1/2bb9b52833dcc413daad9c66e4d66dca %V 52

@article{Francq2008, added-at = {2008-04-23T14:55:19.000+0200}, author = {Francq, Christian and ZakoI{\vs}an, Jean-Michel}, biburl = {https://www.bibsonomy.org/bibtex/2b08ba05d8916c45dfb124e79c0f6d1d9/smicha}, day = 20, interhash = {cbdf17613e8086b623a0dad8d788b9d4}, intrahash = {b08ba05d8916c45dfb124e79c0f6d1d9}, journal = {Computational Statistics \& Data Analysis}, keywords = {ARMA representation}, month = Feb, number = 6, pages = {3027--3046}, timestamp = {2008-04-23T14:59:09.000+0200}, title = {Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference}, url = {http://www.sciencedirect.com/science/article/B6V8V-4PFDDH8-1/1/2bb9b52833dcc413daad9c66e4d66dca}, volume = 52, year = 2008 }