A new GJR‐GARCH model for ℤ‐valued time series

Title
A new GJR‐GARCH model for ℤ‐valued time series
Authors
Keywords
-
Journal
JOURNAL OF TIME SERIES ANALYSIS
Volume -, Issue -, Pages -
Publisher
Wiley
Online
2021-09-03
DOI
10.1111/jtsa.12623

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