Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
Year of publication: |
2011
|
---|---|
Authors: | Jung, Robert C. ; Liesenfeld, Roman ; Richard, Jean-François |
Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 29.2011, 1, p. 73-85
|
Publisher: |
American Statistical Association |
Saved in:
freely available
Saved in favorites
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