Frachot, Antoine; Gourieroux, Christian
L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Journal de la société française de statistique, Tome 133 (1992) no. 4 , p. 53-64
⇒ complété par Commentaire de l'article de Frachot et Gouriéroux
URL stable : http://www.numdam.org/item?id=JSFS_1992__133_4_53_0

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