Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Cees Diks; Valentyn Panchenko; Oleg Sokolinskiy; Dick van Dijk
| Year of publication: |
2014
|
|---|---|
| Authors: | Diks, Cees G. H. ; Panchenko, Valentyn ; Sokolinskiy, Oleg ; Dijk, Dick van |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 48.2014, p. 79-94
|
| Subject: | Copula | Density forecast evaluation | Kullback-Leibler Information Criterion | Out-of-sample forecast evaluation | Prognoseverfahren | Forecasting model | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010485831