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Multivariate autoregressive modeling of time series count data using copulas

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https://hal-cyu.archives-ouvertes.fr//hal-03677681
Contributor : Andreas Heinen Connect 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

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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⟩

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