| Original language | English |
|---|---|
| Place of Publication | Rotterdam |
| Number of pages | 14 |
| Publication status | Published - 2010 |
Publication series
| Series | EI reprint reeks |
|---|---|
| Volume | EI-1550 |
Out-of-Sample Comparison of Copula Specifications in Multivariate Density Forecast
C Diks, V Panchenko, Dick van Dijk
Research output: Working paper › Academic