Multivariate semi-nonparametric distributions with dynamic conditional correlations
Year of publication: |
2011
|
---|---|
Authors: | Brio, Esther B. Del ; Ñíguez, Trino-Manuel ; Perote, Javier |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 27.2011, 2, p. 347-364
|
Publisher: |
Elsevier |
Subject: | Density forecasts | Financial markets | GARCH models | Multivariate time series | Semi-nonparametric methods |
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