Author:
Gagliardini Patrick,Gouriéroux Christian
Funder
New Econometric Methods for Big Data
chair LCL: “New Challenges for New Data”
Subject
Applied Mathematics,Economics and Econometrics
Reference59 articles.
1. Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX);Agosto;J. Empir. Finance,2016
2. First-order integer valued autoregressive INAR(1) process;Al-Osh;J. Time Series Anal.,1987
3. An Introduction to Multivariate Statistical Analysis;Anderson,2003
4. Statistical inference in factor analysis;Anderson,1956
5. Maximum likelihood estimation of latent affine processes;Bates;Rev. Financ. Stud.,2006
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献