Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity

Title
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
Authors
Keywords
-
Journal
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume 29, Issue 1, Pages 73-85
Publisher
Informa UK Limited
Online
2010-09-02
DOI
10.1198/jbes.2009.08212

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