Integer‐valued asymmetric garch modeling (Q5012864): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/jtsa.12605 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3164318219 / rank | |||
Normal rank | |||
Revision as of 00:37, 20 March 2024
scientific article; zbMATH DE number 7433908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integer‐valued asymmetric garch modeling |
scientific article; zbMATH DE number 7433908 |
Statements
Integer‐valued asymmetric garch modeling (English)
0 references
25 November 2021
0 references
asymmetric GARCH
0 references
integer-valued
0 references
maximum likelihood
0 references
Poisson
0 references
