Out-of-sample comparison of copula specifications in multivariate density forecasts / Cees Diks, Valentyn Panchenko, Dick van Dijk
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Out-of-sample comparison of copula specifications in multivariate density forecasts / Cees Diks, Valentyn Panchenko, Dick van Dijk
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<http://www.tinbergen.nl/discussionpapers/08105.pdf>
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Datum laatste controle: 19-11-2008
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Out-of-sample comparison of copula specifications in multivariate density forecasts
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Out-of-sample comparison of co ...... entyn Panchenko, Dick van Dijk