Title:

Financial Data Modeling by Poisson Mixture Regression

Authors:

Susana Faria (U Minho)
Fátima Gonçalves (U Minho)

Journal:

Journal Of Applied Statistics

Year:

2013

Volume:

40

Pages:

2150-2162

JEL codes:

C58 - Financial Econometrics
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G24 - Investment Banking; Venture Capital; Brokerage; Rating Agencies