Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2008.12.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2044498584
@@ Property / OpenAlex ID: W2044498584 / rank @@
+Normal rank
@@ Property / cites work @@
+A multivariate extension of Hoeffding's lemma
@@ Property / cites work: A multivariate extension of Hoeffding's lemma / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence structures for multivariate high-frequency data in finance
+Normal rank
@@ Property / cites work @@
+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
+Normal rank
@@ Property / cites work @@
+Forecasting the term structure of government bond yields
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
+Normal rank
@@ Property / cites work @@
+Tests of Conditional Predictive Ability
@@ Property / cites work: Tests of Conditional Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+Q3709582
@@ Property / cites work: Q3709582 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4869532
@@ Property / cites work: Q4869532 / rank @@
+Normal rank
@@ Property / cites work @@
+A Reality Check for Data Snooping
@@ Property / cites work: A Reality Check for Data Snooping / rank @@
+Normal rank