Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support

C Diks, V Panchenko, O Sokolinskiy, Dick van Dijk

Research output: Working paper › Academic

Series	Discussion Paper
Volume	13-061/III

Cite this

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title = "Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support",

author = "C Diks and V Panchenko and O Sokolinskiy and {van Dijk}, Dick",

year = "2013",

language = "English",

series = "Discussion Paper",

publisher = "Tinbergen Institute",

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type = "WorkingPaper",

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T1 - Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support

AU - Diks, C

AU - Panchenko, V

AU - Sokolinskiy, O

AU - van Dijk, Dick

PY - 2013

Y1 - 2013

M3 - Working paper

T3 - Discussion Paper

BT - Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support

PB - Tinbergen Institute

CY - Rotterdam

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