A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new bivariate integer-valued GARCH model allowing for negative cross-correlation |
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A new bivariate integer-valued GARCH model allowing for negative cross-correlation (English)
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7 November 2018
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bivariate
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GARCH model
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MLE
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negative cross-correlation
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Poisson
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time series of counts
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