Robust pair-copula based forecasts of realized volatility (Q6570566)
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scientific article; zbMATH DE number 7879456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust pair-copula based forecasts of realized volatility |
scientific article; zbMATH DE number 7879456 |
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Robust pair-copula based forecasts of realized volatility (English)
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10 July 2024
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pair-copula
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realized volatility
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robust estimation
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serial dependence
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nonlinear forecasts
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