Comparing the accuracy of multivariate density forecast in selected regions of the copula support

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

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages16
EditionEI reprint reeks EI-1626
Publication statusPublished - 2014

Publication series

SeriesEI reprint reeks

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