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Signed Compound Poisson Integer-Valued Garch Processes
AuthID
P-00S-XJG
2
Author(s)
Goncalves, E
·
Mendes Lopes, N
Document Type
Article
Year published
2020
Published
in
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,
ISSN: 0361-0926
Volume: 49, Issue: 22, Pages: 5468-5492 (25)
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DOI
:
10.1080/03610926.2019.1619767
Wos
: WOS:000469608900001
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ISSN
: 0361-0926
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