Asymmetric beta-binomial GARCH models for time series with bounded support (Q6130112)
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scientific article; zbMATH DE number 7833997
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| English | Asymmetric beta-binomial GARCH models for time series with bounded support |
scientific article; zbMATH DE number 7833997 |
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Asymmetric beta-binomial GARCH models for time series with bounded support (English)
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18 April 2024
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asymmetric model
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beta-binomial GARCH model
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bounded support
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parameter estimation
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positive and negative observation
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0.8346827626228333
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0.8082305788993835
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0.7440688014030457
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0.7429615259170532
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0.7412499785423279
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