Open AccessInteger-Valued GARCH Models for Count Time Series: Case Study
Author(s) -
Jae Eun Yoon,
Sun Young Hwang
Publication year - 2015
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2015.28.1.115
Subject(s) - count data , series (stratigraphy) , integer (computer science) , autoregressive conditional heteroskedasticity , mathematics , econometrics , statistics , computer science , geology , poisson distribution , volatility (finance) , paleontology , programming language