Out-of-sample comparison of copula specifications in multivariate density forecasts
Cees Diks; Valentyn Panchenko; Dick van Dijk
| Year of publication: |
2010
|
|---|---|
| Authors: | Diks, Cees G. H. ; Panchenko, Valentyn ; Dijk, Dick van |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 9, p. 1596-1609
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009125848