Multivariate autoregressive modeling of time series count data using copulas
Andréas Heinen, Erick Rengifo
| Year of publication: |
2007
|
|---|---|
| Authors: | Heinen, Andréas ; Rengifo, Erick W. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 14.2007, 4, p. 564-583
|
| Subject: | Multiple Regression | Multiple regression | Zeitreihenanalyse | Time series analysis | Marktmikrostruktur | Market microstructure |
| 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/10003609942