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Multivariate autoregressive modeling of time series count data using copulas

✍ Scribed by Andréas Heinen; Erick Rengifo

Book ID: 116641610
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 839 KB
Volume: 14
Category: Article
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2006.07.004

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