Evaluating density forecasts via the copula approach

Finance Research Letters

Volumn 1, Issue 1, 2004, Pages 74-84

  Chen, Xiaohong ^a   Fan, Yanqin ^b  

^a NEW YORK UNIVERSITY   (United States)

^b VANDERBILT UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3242707048     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1544-6123(03)00002-3     Document Type: Article

References (25)

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