Integer‐valued asymmetric garch modeling (Q5012864)

From MaRDI portal
scientific article; zbMATH DE number 7433908
Language Label Description Also known as
English
Integer‐valued asymmetric garch modeling
scientific article; zbMATH DE number 7433908

    Statements

    Integer‐valued asymmetric garch modeling (English)
    0 references
    0 references
    0 references
    25 November 2021
    0 references
    asymmetric GARCH
    0 references
    integer-valued
    0 references
    maximum likelihood
    0 references
    Poisson
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references