A bivariate integer-valued long-memory model for high-frequency financial count data
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Publication:2979583
DOI10.1080/03610926.2014.997361zbMath1396.62245OpenAlexW2171810272MaRDI QIDQ2979583
A. M. M. Shahiduzzaman Quoreshi
Publication date: 25 April 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.997361
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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