Multivariate semi-nonparametric distributions with dynamic conditional correlations
Year of publication: |
2011
|
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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 |
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