https://hal-cyu.archives-ouvertes.fr//hal-03677681 Contributor : Andreas HeinenConnect in order to contact the contributor Submitted on : Tuesday, May 24, 2022 - 7:00:00 PM Last modification on : Wednesday, May 25, 2022 - 3:42:24 AM
Andréas Heinen, Erick Rengifo. Multivariate autoregressive modeling of time series count data using copulas. Journal of Empirical Finance, Elsevier, 2007, 14 (4), pp.564-583. ⟨10.1016/j.jempfin.2006.07.004⟩. ⟨hal-03677681⟩