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. 
@article{JSFS_1998__139_1_49_0,
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     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},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {139},
     number = {1},
     year = {1998},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1998__139_1_49_0/}
}
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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. http://www.numdam.org/item/JSFS_1998__139_1_49_0/

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