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Number of items: 3.

4 February 2019

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos and Touche, Nassim (2019): Integer-valued stochastic volatility.

8 July 2020

Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Periodic autoregressive conditional duration.

11 July 2020

Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Forecasting transaction counts with integer-valued GARCH models.

This list was generated on Wed Aug 12 17:28:07 2020 CEST.
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