High-dimensional copula-based distributions with mixed frequency data
Dong Hwan Oh, Andrew J. Patton
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Oh, Dong Hwan ; Patton, Andrew J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 2, p. 349-366
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| Subject: | High frequency data | Forecasting | Composite likelihood | Nonlinear dependence | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.04.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704954