Copula methods for forecasting multivariate time series

Handbook of Economic Forecasting

Volumn 2, Issue , 2013, Pages 899-960

  Patton, Andrew ^a  

^a DUKE UNIVERSITY   (United States)

Author keywords

Correlation; Density forecasting; Dependence; Tail risk; Volatility

Indexed keywords

EID: 84881570058     PISSN: 15740706     EISSN: None     Source Type: Book Series    
DOI: 10.1016/B978-0-444-62731-5.00016-6     Document Type: Chapter

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