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  • Search: subject:"Multivariate density forecasting"
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Forecasting model 1 High-dimensional models 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multivariate Verteilung 1 Multivariate density forecasting 1 Multivariate distribution 1 Prognoseverfahren 1 Risikomanagement 1 Risk management 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Oh, Dong Hwan 1 Patton, Andrew J. 1
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Journal of econometrics 1
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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
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