Multivariate moments expansion density : application of the dynamic equicorrelation model

Trino-Manuel Ñíguez and Javier Perote

Year of publication:	2016
Authors:	Ñíguez, Trino-Manuel ; Perote, Javier
Publisher:	Madrid : Banco de España
Subject:	density forecasting \| dynamic equicorrelation \| Gram-Charlier series \| multivariate GARCH \| semi-nonparametric method \| ARCH-Modell \| ARCH model \| Statistische Verteilung \| Statistical distribution \| Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model \| Multivariate Analyse \| Multivariate analysis \| Volatilität \| Volatility \| Schätztheorie \| Estimation theory

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