Title of article :
Multivariate autoregressive modeling of time series count data using copulas
Author/Authors :
Andreas Heinen، نويسنده , , Erick Rengifo، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2007
Pages :
20
From page :
564
To page :
583
Keywords :
Counts , Factor model , market microstructure , Copula continued extension
Journal title :
Journal of Empirical Finance
Serial Year :
2007
Journal title :
Journal of Empirical Finance
Record number :
130866
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130866
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