Construction of leading economic index for recession prediction using vine copulas (Q2700564)
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scientific article; zbMATH DE number 7679732
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| English | Construction of leading economic index for recession prediction using vine copulas |
scientific article; zbMATH DE number 7679732 |
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Construction of leading economic index for recession prediction using vine copulas (English)
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27 April 2023
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block bootstrap
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leading economic index
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receiver operating characteristic curve
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vine copula
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