Multivariate semi-nonparametric distributions with dynamic conditional correlations
Esther B. Del Brio; Trino-Manuel Ñíguez; Javier Perote
| Year of publication: |
2011
|
|---|---|
| Authors: | Brio, Esther B. del ; Ñíguez, Trino-Manuel ; Perote, Javier |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 27.2011, 2, p. 347-364
|
| Subject: | Korrelation | Correlation | Multivariate Analyse | Multivariate analysis | Nichtparametrisches Verfahren | Nonparametric statistics | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009247498