Integer-valued asymmetric GARCH modeling (Q5012864)
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scientific article; zbMATH DE number 7433908
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Integer-valued asymmetric GARCH modeling |
scientific article; zbMATH DE number 7433908 |
Statements
Integer‐valued asymmetric garch modeling (English)
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25 November 2021
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asymmetric GARCH
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integer-valued
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maximum likelihood
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Poisson
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0.8958422541618347
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0.8201376795768738
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0.8106832504272461
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0.8105080127716064
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0.8012165427207947
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