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Out-of-sample comparison of copula specifications in multivariate density forecasts
Dijk, D. van / Diks, C.G.H. / Panchenko, V.
copulas / hypothesis testingResource overview

Out-of-sample comparison of copula specifications in multivariate density forecasts

Paper2008

by Dijk, D. van, Diks, C.G.H., Panchenko, V.

Tags
copulashypothesis testingstatistical inference

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