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Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
-
2013
Persistent link: https://www.econbiz.de/10009756306
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Forecasting volatility with Copula-based time series models
Sokolinskiy, Oleg
;
Dijk, Dick van
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2011
Persistent link: https://www.econbiz.de/10009720755
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3
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
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