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Time-Varying Dispersion Integer-Valued GARCH Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Barreto-Souza, Wagner, Piancastelli, Luiza S. C., Fokianos, Konstantinos, Ombao, Hernando
Format:	Preprint
Published:	2022
Subjects:	Methodology
Online Access:	Acceder al recurso
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