Testing the compounding structure of the CP-INARCH model (Journal Article)

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Type: Journal Article
National /International: International
Title: Testing the compounding structure of the CP-INARCH model
Publication Date: 2017
Authors: - Christian H. Weiss
- Esmeralda Gonçalves
- Nazaré Mendes-Lopes
Journal Name: Metrika
Volume: 80
Number: 5
Pages: 571-603
Abstract:
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