Kurt Brännäs ()
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Kurt Brännäs: Department of Economics, Umeå University, Postal: S 901 87 Umeå, Sweden
Abstract: Conditional heteroskedasticity properties are derived for some common count data regression and time series models. New extensions are suggested and discussed.
Keywords: Conditional variance; time series; finance; traded stocks; Poisson.
4 pages, October 4, 2002
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