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 paperAcademic

Original languageEnglish
Place of PublicationRotterdam
PublisherTinbergen Institute
Publication statusPublished - 2013

Publication series

SeriesDiscussion Paper
Volume13-061/III

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