Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model
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- HEINEN, Andréas, 2003. "Modelling time series count data: an autoregressive conditional Poisson model," CORE Discussion Papers 2003062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
References listed on IDEAS
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More about this item
KeywordsForecast; volatility; transactions data;
- G1 - Financial Economics - - General Financial Markets
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
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