On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula‐Based Approach to Time Series Prediction
| Year of publication: |
2013
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| Authors: |
Herwartz, Helmut
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| Published in: |
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| Publisher: |
John Wiley & Sons, Ltd.
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| Type of publication: | Article
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| Source: | |
Persistent link: https://www.econbiz.de/10011006258