Out-of-sample comparison of copula specifications in multivariate density forecasts

C Diks, V Panchenko, Dick van Dijk

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

30 Citations (Scopus)

Original language	English
Pages (from-to)	1596-1609
Number of pages	14
Journal	Journal of Economic Dynamics and Control
Volume	34
Issue number	9
DOIs	https://doi.org/10.1016/j.jedc.2010.06.021
Publication status	Published - 2010

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title = "Out-of-sample comparison of copula specifications in multivariate density forecasts",

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AU - Diks, C

AU - Panchenko, V

AU - van Dijk, Dick

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DO - 10.1016/j.jedc.2010.06.021

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