"Copula based multivariate semi-Markov models with applications in ..."

Guglielmo D'Amico, Filippo Petroni (2018)

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DOI: 10.1016/J.EJOR.2017.12.016

access: closed

type: Journal Article

metadata version: 2020-02-21

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Guglielmo D'Amico, Filippo Petroni:
Copula based multivariate semi-Markov models with applications in high-frequency finance. Eur. J. Oper. Res. 267(2): 765-777 (2018)

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