Inference and forecasting for continuous-time integer-valued trawl processes
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- Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2021. "Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics," CREATES Research Papers 2021-12, Department of Economics and Business Economics, Aarhus University.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2021-07-19 (Econometrics)
- NEP-FOR-2021-07-19 (Forecasting)
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