On a mixture vector autoregressive model

By Pak Wing Fong, LI W.K., C. Yau, C. Wong, Paul Yau. 2007

57 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/36d9089e1e87d2d60747cd5fbfbd170aedac1924

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. N. Mendes-Lopes
2. E. Gonçalves
3. Filipa Silva
4. Fukang Zhu
5. A. Ahmad
6. Christian Francq
7. Konstantinos Fokianos
8. Christian H. Weiβ

In Statistics and Probability

1. N. Mendes-Lopes
2. E. Gonçalves
3. Filipa Silva
4. Fukang Zhu
5. Christian Francq
6. A. Ahmad
7. Konstantinos Fokianos
8. Christian H. Weiβ

Citations in the corpus

• Infinitely Divisible Distributions in Integer‐Valued Garch Models (2015, background): “To do that we will follow the idea present in [5] and [14] and, for simplicity, we restrict ourselves to the case p = q.”
• A negative binomial integer‐valued GARCH model (2011, background): “The proof of the theorem follows that in Fong et al. (2007).”