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

Issue

No 2

Authors

Keywords

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

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

117-142

Publisher

Oddział PAN w Łodzi

Date

30.06.2012

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2012.119279 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2012; No 2; 117-142
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