Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka, Rangan Gupta, Sukrit Thongkairat, Paravee Maneejuk
| Year of publication: |
2023
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|---|---|
| Authors: | Woraphon Yamaka ; Gupta, Rangan ; Sukrit Thongkairat ; Paravee Maneejuk |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 2, p. 223-239
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| Subject: | forecasting | mixed copula | predictive power | vector autoregressive | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2902 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292148