Out-of-sample comparison of Copula specifications in multivariate density forecasts

Cees Diks; Valentyn Panchenko; Dick van Dijk

Year of publication:	2008
Authors:	Diks, Cees G. H. ; Panchenko, Valentyn ; Dijk, Dick van
Publisher:	Amsterdam [u.a.]
Subject:	Multivariate Verteilung \| Multivariate distribution \| Prognoseverfahren \| Forecasting model \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Zeitreihenanalyse \| Time series analysis \| Modellierung \| Scientific modelling \| Theorie \| Theory

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