Forecasting transaction counts with integer-valued GARCH models
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Publication:6039098
DOI10.1515/snde-2020-0095OpenAlexW3043462319MaRDI QIDQ6039098
Abdelhakim Aknouche, Stefanos Dimitrakopoulos, B. Almohaimeed
Publication date: 3 May 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/177614/7/Aknouche%20et%20al%202021%20online%2010.1515_snde-2020-0095.pdf
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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Cites Work
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