Integer‐valued asymmetric garch modeling

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Publication:5012864

DOI10.1111/jtsa.12605zbMath1476.62185OpenAlexW3164318219MaRDI QIDQ5012864

Beth Andrews, Xiaofei Hu

Publication date: 25 November 2021

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12605



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