Dynamic factor models for multivariate count data : an application to stock-market trading activity
Robert C. Jung; Roman Liesenfeld; Jean-François Richard
| Year of publication: |
2011
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|---|---|
| Authors: | Jung, Robert ; Liesenfeld, Roman ; Richard, Jean-François |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 1, p. 73-85
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| Subject: | Theorie | Theory | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Wertpapierhandel | Securities trading | Generalisiertes lineares Modell | Generalized linear model | Multivariate Analyse | Multivariate analysis | Handelsvolumen der Börse | Trading volume |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009159117