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Property / author: Xiaofei Hu / rank
 
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Latest revision as of 08:31, 27 July 2024

scientific article; zbMATH DE number 7433908
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English
Integer‐valued asymmetric garch modeling
scientific article; zbMATH DE number 7433908

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    Integer‐valued asymmetric garch modeling (English)
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    25 November 2021
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    asymmetric GARCH
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    integer-valued
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    maximum likelihood
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    Poisson
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