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Copula methods for forecasting multivariate time series
Patton, Andrew J., (2013)
Chapter 16. Copula Methods for Forecasting Multivariate Time Series
Patton, Andrew, (2013)
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo, (2015)
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J., (2009)
Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J., (2006)
Comparing possibly misspecified forecasts
Patton, Andrew J., (2020)