Out-of-Sample Comparison of Copula Specifications in Multivariate Density Forecast

C Diks, V Panchenko, Dick van Dijk

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages14
Publication statusPublished - 2010

Publication series

SeriesEI reprint reeks
VolumeEI-1550

Cite this