High-dimensional copula-based distributions with mixed frequency data (Q726592): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W1512468949 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Realized kernels in practice: trades and quotes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting multivariate realized stock market volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on pseudolikelihood constructed from marginal densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: High dimensional dynamic stochastic copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of Conditional Predictive Ability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strictly Proper Scoring Rules, Prediction, and Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula-based multivariate GARCH model with uncorrelated dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3825957 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Stationary Bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model selection tests for nonlinear dynamic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5708631 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3074760 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on composite likelihood inference and model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869532 / rank
 
Normal rank

Latest revision as of 07:52, 12 July 2024

scientific article
Language Label Description Also known as
English
High-dimensional copula-based distributions with mixed frequency data
scientific article

    Statements

    High-dimensional copula-based distributions with mixed frequency data (English)
    0 references
    0 references
    0 references
    12 July 2016
    0 references
    high-frequency data
    0 references
    forecasting
    0 references
    composite likelihood
    0 references
    nonlinear dependence
    0 references

    Identifiers