Details

Title

A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2012

Numer

No 2

Publication authors

Keywords

copula function, mixed binary-continuous distribution, ACD models, market microstructure

Divisions of PAS

Nauki Humanistyczne i Społeczne

Publisher

Oddział PAN w Łodzi

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

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