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

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

Research output: Contribution to journal › Article › Academic › peer-review

14 Citations (Scopus)

Original language	English
Pages (from-to)	79-94
Number of pages	16
Journal	Journal of Economic Dynamics and Control
Volume	48
DOIs	https://doi.org/10.1016/j.jedc.2014.08.021
Publication status	Published - 2014

Research programs

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

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

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AU - Diks, C

AU - Panchenko, V

AU - Sokolinskiy, O

AU - van Dijk, Dick

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