Out-of-sample comparison of copula specifications in multivariate density forecasts / Cees Diks, Valentyn Panchenko, Dick van Dijk - Nederlandse Bibliografie Totaal (NBT) - Fedor - Netwerk Digitaal Erfgoed

Out-of-sample comparison of copula specifications in multivariate density forecasts / Cees Diks, Valentyn Panchenko, Dick van Dijk

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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Out-of-sample comparison of copula specifications in multivariate density forecasts / Cees Diks, Valentyn Panchenko, Dick van Dijk

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Discussion paper / Tinbergen Institute

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