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

C Diks, V Panchenko, Dick van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

30 Citations (Scopus)
Original languageEnglish
Pages (from-to)1596-1609
Number of pages14
JournalJournal of Economic Dynamics and Control
Volume34
Issue number9
DOIs
Publication statusPublished - 2010

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