A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703)
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scientific article; zbMATH DE number 6974432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new bivariate integer-valued GARCH model allowing for negative cross-correlation |
scientific article; zbMATH DE number 6974432 |
Statements
A new bivariate integer-valued GARCH model allowing for negative cross-correlation (English)
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7 November 2018
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bivariate
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GARCH model
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MLE
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negative cross-correlation
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Poisson
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time series of counts
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0.9308466
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0.92176646
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0.88672656
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0.88623714
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0.88525546
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0.88077545
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0.8751631
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0.8716683
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