Journal Articles
Journal of Empirical Finance
Year : 2007
Andreas Heinen : Connect in order to contact the contributor
https://hal-cyu.archives-ouvertes.fr/hal-03677681
Submitted on : Tuesday, May 24, 2022-7:00:00 PM
Last modification on : Friday, March 24, 2023-2:53:27 PM
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- HAL Id : hal-03677681 , version 1
- DOI : 10.1016/j.jempfin.2006.07.004
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Andréas Heinen, Erick Rengifo. Multivariate autoregressive modeling of time series count data using copulas. Journal of Empirical Finance, 2007, 14 (4), pp.564-583. ⟨10.1016/j.jempfin.2006.07.004⟩. ⟨hal-03677681⟩
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