Out-of-sample comparison of copula specifications in multivariate density forecasts
| Year of publication: |
2010
|
|---|---|
| Authors: | Diks, Cees ; Panchenko, Valentyn ; van Dijk, Dick |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 34.2010, 9, p. 1596-1610
|