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Title
Flexible bivariate Poisson integer-valued GARCH model
Authors
Keywords
Bivariate, INGARCH model, Multiplicative factor, Poisson distribution, Time series of counts
Journal
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
Volume -, Issue -, Pages -
Publisher
Springer Science and Business Media LLC
Online
2019-09-16
DOI
10.1007/s10463-019-00732-4
References
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