A Skellam GARCH model (Q1994038)
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scientific article; zbMATH DE number 6973955
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Skellam GARCH model |
scientific article; zbMATH DE number 6973955 |
Statements
A Skellam GARCH model (English)
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6 November 2018
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generalized autoregressive conditional heteroskedastic
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ARCH
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Skellam
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Poisson
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negative binomial
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nonstationary
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0.88268757
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0.87685686
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0.87486994
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