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~person:"Ané, Thierry"
~person:"Patton, Andrew J."
~subject:"Multivariate distribution"
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Ané, Thierry
Patton, Andrew J.
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1
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
2
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
3
Modelling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
-
2015
Persistent link: https://www.econbiz.de/10011409384
Saved in:
4
Modeling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 139-154
Persistent link: https://www.econbiz.de/10011704143
Saved in:
5
High-dimensional copula-based distributions with mixed frequency data
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10011704954
Saved in:
6
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
7
The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Ané, Thierry
;
Métais, Carole
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 134-150
Persistent link: https://www.econbiz.de/10003880027
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