Dynamic Factor Models for Multivariate Count Data: An Application to Stock-market Trading Activity
- Publication Type
- Journal contribution (peer reviewed)
- Authors
- Jung, R.; Liesenfeld, R.; Richard, J.-F.
- Year of publication
- 2011
- Published in
- Journal of Business and Economics Statistics
- Band/Volume
- 29/
- Page (from - to)
- 73-85