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~isPartOf:"DNB working paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The review of financial studies"
~person:"Dijk, Dick van"
~subject:"EU-Staaten"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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DNB working paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The review of financial studies
Discussion paper / Tinbergen Institute
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Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
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