Open AccessA Skellam GARCH model
Author(s) -
Ghadah Alomani,
Abdulhamid A. Alzaid,
Maha A. Omair
Publication year - 2018
Publication title -
brazilian journal of probability and statistics
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/16-bjps338
Subject(s) - autoregressive conditional heteroskedasticity , heteroscedasticity , mathematics , series (stratigraphy) , integer (computer science) , estimation , econometrics , statistics , computer science , geology , economics , volatility (finance) , paleontology , management , programming language
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