article · Journal of the Indian Society for Probability and Statistics

On Some Non-stationary Bivariate INAR(p) Models with Applications to Intra-day Stock Transaction Series

Yuvraj Sunecher
Naushad Mamode Khan
Hassan S. Bakouch
Vandna Jowaheer

2024University of Technology Mauritius

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Research topics

Time Series Analysis and Forecasting
Stock Market Forecasting Methods
Financial Risk and Volatility Modeling

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DOI: 10.1007/s41096-024-00177-w

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