Dynamic density forecasts for multivariate asset returns (Q3101653)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic density forecasts for multivariate asset returns |
scientific article |
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Dynamic density forecasts for multivariate asset returns (English)
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29 November 2011
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forecasting of joint density
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time-varying higher co-moments
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method of moments
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multivariate value-at-risk
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