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Journal Articles Journal of Empirical Finance Year : 2007

Multivariate autoregressive modeling of time series count data using copulas

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hal-03677681 , version 1 (24-05-2022)

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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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