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
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