Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935)
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scientific article; zbMATH DE number 6971137
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| English | Comparing the accuracy of multivariate density forecasts in selected regions of the copula support |
scientific article; zbMATH DE number 6971137 |
Statements
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (English)
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2 November 2018
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copula
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density forecast evaluation
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Kullback-Leibler information criterion
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out-of-sample forecast evaluation
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0.8522976636886597
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0.7438948154449463
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0.7147296071052551
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0.7101117372512817
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0.7078842520713806
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