Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity

Author: Cipollini Fabrizio   Engle Robert F.   Gallo Giampiero M.  

Publisher: MDPI

E-ISSN: 2225-1146|5|2|16-16

ISSN: 2225-1146

Source: Econometrics, Vol.5, Iss.2, 2017-04, pp. : 16-16

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Abstract