Multivariate autoregressive modeling of time series count data using copulas
| Year of publication: |
2007
|
|---|---|
| Authors: | Heinen, Andréas ; Rengifo, Erick |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 14.2007, 4, p. 564
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