Dynamic Factor Models for Multivariate Count Data : An Application to Stock-Market Trading Activity
Year of publication: |
[2008]
|
---|---|
Authors: | Jung, Robert |
Other Persons: | Liesenfeld, Roman (contributor) ; Richard, Jean-François (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 22, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1169222 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Makroökonomische Schocks in der Kreditwirtschaft – eine Analyse mit VAR-Modellen
Wagatha, Matthias, (2004)
-
Searching for the Causal Structure of a Vector Autoregression
Hoover, Kevin D., (2003)
-
FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis.
Asaduzzaman, Md, (2019)
- More ...
-
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
Jung, Robert, (2008)
-
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
Jung, Robert, (2008)
-
Dynamic factor models for multivariate count data : an application to stock-market trading activity
Jung, Robert, (2011)
- More ...