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~isPartOf:"Finance and economics discussion series"
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Finance and economics discussion series
Discussion paper / Department of Economics, University of California San Diego
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The review of economics and statistics
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High-dimensional copula-based distributions with mixed frequency data
Oh, Dong Hwan
;
Patton, Andrew J.
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2015
Persistent link: https://www.econbiz.de/10011409381
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2
Modelling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
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2015
Persistent link: https://www.econbiz.de/10011409384
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3
Better the devil you know : improved forecasts from imperfect models
Oh, Dong Hwan
;
Patton, Andrew J.
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2021
-
This draft: October 2021
Persistent link: https://www.econbiz.de/10012704988
Saved in:
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Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
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2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
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