A Skellam GARCH model (Q1994038)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Skellam GARCH model |
scientific article |
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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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