Multivariate semi-nonparametric distributions with dynamic conditional correlations
| Year of publication: |
2011
|
|---|---|
| Authors: | Del Brio, Esther B. ; Ñíguez, Trino-Manuel ; Perote, Javier |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 27.2011, 2, p. 347-365
|