Chapter 16. Copula Methods for Forecasting Multivariate Time Series
Year of publication: |
2013
|
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Authors: | Patton, Andrew |
Published in: |
Handbook of economic forecasting ; Volume 2. - Amsterdam : Elsevier North Holland, ISBN 978-0-444-62732-2. - 2013, p. 899-960
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Subject: | Dependence | Correlation | Tail risk | Volatility | Density forecasting | Volatilität | Prognoseverfahren | Forecasting model | Korrelation | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution |
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