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

C Diks, V Panchenko, Dick van Dijk

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Place of Publication	3000 DR Rotterdam
Publisher	Tinbergen Institute
Number of pages	28
Edition	Tinbergen Institute Discussion Papers 08-105/4
Publication status	Published - 2008

Series	Tinbergen Institute Discussion Papers
Volume	08-105/4

Cite this

@book{f02b5ea55f7e4a728fee3358d939398f,

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

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

year = "2008",

language = "Undefined/Unknown",

series = "Tinbergen Institute Discussion Papers",

publisher = "Tinbergen Institute",

address = "Netherlands",

edition = "Tinbergen Institute Discussion Papers 08-105/4",

}

Out-of-sample comparison of copula specifications in multivariate density forecasts. / Diks, C; Panchenko, V; van Dijk, Dick.
Tinbergen Institute Discussion Papers 08-105/4 ed. 3000 DR Rotterdam: Tinbergen Institute, 2008. 28 p. (Tinbergen Institute Discussion Papers, Vol. 08-105/4).

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic