Integer‐valued asymmetric garch modeling (Q5012864)

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

    Statements

    title
    Integer‐valued asymmetric garch modeling (English)
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    author
    Beth Andrews
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    Xiaofei Hu
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    publication date
    25 November 2021
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    zbMATH Keywords
    asymmetric GARCH
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    integer-valued
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    maximum likelihood
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    Poisson
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    Identifiers

    DOI
    10.1111/jtsa.12605
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    Mathematics Subject Classification ID
    62M10
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    62E20
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    62F12
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    zbMATH DE Number
    7433908
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