Dynamic density forecasts for multivariate asset returns (Q3101653): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:50, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic density forecasts for multivariate asset returns |
scientific article |
Statements
Dynamic density forecasts for multivariate asset returns (English)
0 references
29 November 2011
0 references
forecasting of joint density
0 references
time-varying higher co-moments
0 references
method of moments
0 references
multivariate value-at-risk
0 references
