@data{jae.2022327.0707189915,
author = {Koopman, Siem Jan and Lit, Rutger and Lucas, Andre and Opschoor, Anne},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {dynamic-discrete-copula-models-for-highfrequency-stock-price-changes},
year = {2018},
version = {1},
url = {https://journaldata.zbw.eu/dataset/dynamic-discrete-copula-models-for-highfrequency-stock-price-changes},
doi = "10.15456/jae.2022327.0707189915" 
}