Mean targeting estimator for the integer-valued GARCH(1, 1) model
Crossref DOI link: https://doi.org/10.1007/s00362-017-0958-9
Published Online: 2017-10-10
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Qi
Zhu, Fukang
Funding for this research was provided by:
National Natural Science Foundation of China (11371168)
Text and Data Mining valid from 2017-10-10
Article History
Received: 22 May 2017
Revised: 21 September 2017
First Online: 10 October 2017