Testing the compounding structure of the CP-INARCH model

Metrika 2017 / 7 Vol. 80; Iss. 5

Testing the compounding structure of the CP-INARCH model

Weiß, Christian H., Gonçalves, Esmeralda, Lopes, Nazaré Mendes
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Volume:
80
Language:
english
Journal:
Metrika
DOI:
10.1007/s00184-017-0617-0
Date:
July, 2017
File:
PDF, 680 KB
english, 2017
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