Multivariate autoregressive modeling of time series count data using copulas
| Year of publication: |
2007
|
|---|---|
| Authors: | Heinen, Andreas ; Rengifo, Erick |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 14.2007, 4, p. 564-583
|
| Publisher: |
Elsevier |