Narrow search
Showing 1 - 5 of 5
Cover Image
Dynamic Copula Models and High Frequency Data
Salvatierra, Irving Arturo De Lira; Patton, Andrew J. - Duke University, Department of Economics - 2013
choice problem to illustrate the economic gains from exploiting high frequency data for modeling dynamic dependence. …
Persistent link: https://www.econbiz.de/10010834069
Cover Image
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving; Patton, Andrew J. - In: Journal of Empirical Finance 30 (2015) C, pp. 120-135
choice problem to illustrate the economic gains from exploiting high frequency data for modeling dynamic dependence. …
Persistent link: https://www.econbiz.de/10011208492
Cover Image
Copula methods for forecasting multivariate time series
Patton, Andrew J. - 2013
Persistent link: https://www.econbiz.de/10011507033
Cover Image
Modeling dependence in high dimensions with factor copulas
Oh, Dong Hwan; Patton, Andrew J. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 139-154
Persistent link: https://www.econbiz.de/10011704143
Cover Image
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo; Patton, Andrew J. - In: Journal of empirical finance 30 (2015), pp. 120-135
Persistent link: https://www.econbiz.de/10011489292