A new GJR‐GARCH model for ℤ‐valued time series (Q5095294)
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scientific article; zbMATH DE number 7569204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new GJR‐GARCH model for ℤ‐valued time series |
scientific article; zbMATH DE number 7569204 |
Statements
A new GJR‐GARCH model for ℤ‐valued time series (English)
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8 August 2022
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asymmetric model
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GARCH model
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maximum likelihood
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shifted geometric distribution
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\(\mathbb{Z}\)-valued time series
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