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~isPartOf:"International journal of forecasting"
~isPartOf:"Working paper series in economics"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Multivariate distribution
6
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International journal of forecasting
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1
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:
2
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
-
2016
based on a decomposition of the stable
tail
dependence
function describing multivariate
tail
dependence
. The asymptotic …
Persistent link: https://www.econbiz.de/10011414706
Saved in:
3
Detecting structural differences in
tail
dependence
of financial time series
Bormann, Carsten
;
Schienle, Melanie
-
2019
the presence of non-standard
tail
dependence
structures. We also find evidence for diminishing tail asymmetries during …
Persistent link: https://www.econbiz.de/10011958215
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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