Bivariate Time Series Modeling of Financial Count Data

By S. Quoreshi. 2006

77 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f428fe8ba43c87e530ff9ff285eaf913016f340e

How researchers see this paper

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

In Economics and Econometrics

1. Marton Ispany
2. Gyula Pap
3. Mátyás Barczy

In Finance

1. Marton Ispany
2. Gyula Pap
3. Mátyás Barczy

Citations in the corpus

• Asymptotic behavior of unstable INAR(p) processes (2009, background): “Examples of applications can be found in the analysis of time series of count data on the area of financial mathematics by analyzing stock transactions (Quoreshi [45]), insurance by modeling claim counts (Gouriéroux and Jasiak [20]), medicine by investigating disease incidence (Cardinal et al.”
• A bivariate INAR(1) process with application (2011, unknown): “E-mail: karlis@aueb.gr c© 2011 SAGE Publications 10.1177/1471082X1001100403 (1997), Brännäs and Nordström (2000), Heinen and Rengifo (2007) and Quoreshi (2006).”