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

Cees Diks, Valentyn Panchenko and Dick van Dijk

Year of publication:	2008
Other Persons:	Diks, Cees G. H. (contributor) ; Panchenko, Valentyn (contributor) ; Dijk, Dick van (contributor)
Publisher:	Kensington, NSW : School of Economics, Australian School of Economics, the Univ. of New South Wales
Subject:	Multivariate Verteilung \| Multivariate distribution \| Prognoseverfahren \| Forecasting model \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Zeitreihenanalyse \| Time series analysis \| Modellierung \| Scientific modelling \| Theorie \| Theory

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003798233

A service of the