OpenAlex | An integer-valued threshold autoregressive process based on negative binomial thinning

An integer-valued threshold autoregressive process based on negative binomial thinning

Work

Year: 2016

Type: article

Source: Statistical Papers

Authors Kai Yang, Dehui Wang, Boting Jia, Han Li

Institutions Jilin University, Jilin University of Finance and Economics

Cites: 31

Cited by: 45

Related to: 10

FWCI: 4.386

Citation percentile (by year/subfield): 96.19

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders Natural Science Foundation of Jilin Province, National Natural Science Foundation of China, National Natural Science Foundation of China

Grant IDS 20150520053JH, 11571138, 11501241