Pages that link to "Item:Q1991935"
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The following pages link to Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935):
Displaying 4 items.
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
- Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (Q6149861) (← links)
- Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings (Q6617825) (← links)