@article{JSFS_1998__139_1_49_0,
author = {Jondeau, \'Eric},
title = {Repr\'esentation {VAR} et test de la th\'eorie des anticipations de la structure par terme},
journal = {Journal de la Soci\'et\'e de statistique de Paris},
pages = {49--71},
year = {1998},
publisher = {Soci\'et\'e de statistique de Paris},
volume = {139},
number = {1},
language = {fr},
url = {https://www.numdam.org/item/JSFS_1998__139_1_49_0/}
}
TY - JOUR AU - Jondeau, Éric TI - Représentation VAR et test de la théorie des anticipations de la structure par terme JO - Journal de la Société de statistique de Paris PY - 1998 SP - 49 EP - 71 VL - 139 IS - 1 PB - Société de statistique de Paris UR - https://www.numdam.org/item/JSFS_1998__139_1_49_0/ LA - fr ID - JSFS_1998__139_1_49_0 ER -
%0 Journal Article %A Jondeau, Éric %T Représentation VAR et test de la théorie des anticipations de la structure par terme %J Journal de la Société de statistique de Paris %D 1998 %P 49-71 %V 139 %N 1 %I Société de statistique de Paris %U https://www.numdam.org/item/JSFS_1998__139_1_49_0/ %G fr %F JSFS_1998__139_1_49_0
Jondeau, Éric. Représentation VAR et test de la théorie des anticipations de la structure par terme. Journal de la Société de statistique de Paris, Econométrie financière : deuxième partie, Tome 139 (1998) no. 1, pp. 49-71. https://www.numdam.org/item/JSFS_1998__139_1_49_0/
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