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~institution:"Institutionen för Nationalekonomi, Umeå Universitet"
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Institutionen för Nationalekonomi, Umeå Universitet
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Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data
Brännäs, Kurt
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Institutionen för Nationalekonomi, Umeå Universitet
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2002
Conditional heteroskedasticity properties are derived for some common count data regression and time series models. New extensions are suggested and discussed.
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