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~person:"Oh, Dong Hwan"
~type_genre:"Dissertation u.a. Prüfungsschriften"
~type_genre:"Non-commercial literature"
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Oh, Dong Hwan
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Better the devil you know : improved forecasts from imperfect models
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: October 2021
Persistent link: https://www.econbiz.de/10012704988
Saved in:
2
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
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3
Modelling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
-
2015
Persistent link: https://www.econbiz.de/10011409384
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4
High-dimensional copula-based distributions with mixed frequency data
Oh, Dong Hwan
;
Patton, Andrew J.
-
2015
Persistent link: https://www.econbiz.de/10011409381
Saved in:
5
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010403811
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