A new bivariate integer-valued GARCH model allowing for negative cross-correlation
type: Item
instance of: scholarly article
title: A new bivariate integer-valued GARCH model allowing for negative cross-correlation
zbMATH Open document ID: 1404.62085
author: Yan Cui
author: Fukang Zhu
published in: Test
publication date: 2018-11-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6974432
zbMATH Keywords: bivariate
zbMATH Keywords: GARCH model
zbMATH Keywords: MLE
zbMATH Keywords: negative cross-correlation
zbMATH Keywords: Poisson
zbMATH Keywords: time series of counts
MaRDI profile type: Publication
full work available at URL: s11749-017-0552-4
OpenAlex ID: W2755207055
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DOI: 10.1007/S11749-017-0552-4
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description: scientific article; zbMATH DE number 6974432