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 speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
PublisherTinbergen Institute
Number of pages28
EditionTinbergen Institute Discussion Papers 08-105/4
Publication statusPublished - 2008

Publication series

SeriesTinbergen Institute Discussion Papers

Cite this