Copula structured M4 processes with application to high-frequency financial data
Work
Year: 2016
Type: article
Source: Journal of Econometrics
Authors Zhengjun Zhang, Bin Zhu
Institution University of Wisconsin–Madison
Cites: 32
Cited by: 11
Related to: 10
FWCI: 1.096
Citation percentile (by year/subfield): 89.04
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed