High-dimensional copula-based distributions with mixed frequency data
Year of publication: |
August 2016
|
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Authors: | Oh, Dong Hwan ; Patton, Andrew J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 2, p. 349-366
|
Subject: | High frequency data | Forecasting | Composite likelihood | Nonlinear dependence | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Multivariate Verteilung | Multivariate distribution | Autokorrelation | Autocorrelation |
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