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Copulae in high dimensions: an introduction

Okhrin, Ostap; Ristig, Alexander; Xu, Ya-Fei - In: Applied quantitative finance, (pp. 247-277). 2017

Persistent link: https://www.econbiz.de/10011794966

Konstruktion und Anwendung von Copulas in der Finanzwirtschaft

Hlawatsch, Stefan; Reichling, Peter - 2010

Persistent link: https://www.econbiz.de/10008902555

Approximations to the asymptotic distributions of cointegration tests

Doornik, Jurgen A. - In: Journal of economic surveys 12 (1998) 5, pp. 573-593

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Density forecasting : a survey

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Interactions in DSGE models : the Boltzmann-Gibbs machine and social networks approach

Chang, Chia-Lin; Chen, Shu-Heng - 2011

While DSGE models have been widely used by central banks for policy analysis, they seem to have been ineffective in calibrating the models for anticipating financial crises. To bring DSGE models closer to real situations, some of researchers have revised the traditional DSGE models. One of the...