Forecasting transaction counts with integer-valued GARCH models

Aknouche, A, Almohaimeed, BS and Dimitrakopoulos, S orcid.org/0000-0002-0043-180X (2022) Forecasting transaction counts with integer-valued GARCH models. Studies in Nonlinear Dynamics and Econometrics, 26 (4). pp. 529-539. ISSN 1081-1826

Abstract

Metadata

Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

© 2021 Walter de Gruyter GmbH. Reproduced in accordance with the publisher's self-archiving policy.

Keywords: count time series; forecasting; INGARCH models; MCMC
Dates:
  • Published: September 2022
  • Published (online): 13 September 2021
  • Accepted: 30 August 2021
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Economics Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 01 Sep 2021 15:21
Last Modified: 29 Oct 2024 13:55
Status: Published
Publisher: De Gruyter
Identification Number: 10.1515/snde-2020-0095
Open Archives Initiative ID (OAI ID):

Export

Statistics