Copula Based Multivariate Semi-Markov Models with Applications in High-Frequency Finance
D’Amico, Guglielmo, Petroni, FilippoLanguage:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2017.12.016
Date:
December, 2017
File:
PDF, 984 KB
english, 2017