Dynamic discrete copula models for high‐frequency stock price changes
| Year of publication: |
2018
|
|---|---|
| Authors: | Koopman, Siem Jan ; Lit, Rutger ; Lucas, André ; Opschoor, Anne |
| Published in: |
Journal of Applied Econometrics. - Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 33.2018, 7 (09.08.), p. 966-985
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2645 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012082793