Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Rubén Loaiza-Maya, Michael Stanley Smith
| Year of publication: |
2020
|
|---|---|
| Authors: | Loiza-Maya, Ruben ; Smith, Michael S. |
| Subject: | Asymmetric density forecasting | Downside risk | Macroeconomic uncertainty | Time series copula | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risiko | Risk | Risikomaß | Risk measure | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2018.1514309 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262488