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~isPartOf:"International journal of forecasting"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Multivariate distribution
6
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3
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Does the US contagion risk affect foreign direct investment inflows in emerging economies?
Woraphon Yamaka
;
Paravee Maneejuk
-
2022
Persistent link: https://www.econbiz.de/10014320179
Saved in:
2
A copula-based time series model for global horizontal irradiation
Müller, Alfred
;
Reuber, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 869-883
Persistent link: https://www.econbiz.de/10014465159
Saved in:
3
The determinants of CDS spreads : evidence from the model space
Pelster, Matthias
;
Vilsmeier, Johannes
-
2016
results suggest that dynamic copula based measures of
tail
dependence
incorporate almost all essential pricing information …
Persistent link: https://www.econbiz.de/10011561899
Saved in:
4
Improving forecasting performance using covariate-dependent copula models
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 456-476
Persistent link: https://www.econbiz.de/10012031011
Saved in:
5
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
6
Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
Saved in:
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