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~isPartOf:"Applied economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Economic modelling"
~isPartOf:"NBER working paper series"
~isPartOf:"Post-Print / HAL"
~person:"Diks, Cees G. H."
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Diks, Cees G. H.
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Applied economics
CREATES research paper
Discussion paper / Tinbergen Institute
Economic modelling
NBER working paper series
Post-Print / HAL
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Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
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Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
multivariate density forecasts, based on the Kullback-Leibler
Information
Criterion (KLIC). The test is valid under general …
Persistent link: https://www.econbiz.de/10011377261
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