Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191)
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scientific article; zbMATH DE number 6600712
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| English | Copula-based multivariate GARCH model with uncorrelated dependent errors |
scientific article; zbMATH DE number 6600712 |
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Copula-based multivariate GARCH model with uncorrelated dependent errors (English)
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4 July 2016
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copula
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density forecast
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MGARCH
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non-normal multivariate distribution
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uncorrelated dependent errors
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0.9195948
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0.9152251
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0.91053855
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0.89927113
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0.8933879
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0.89076436
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0.8895032
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0.8885058
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