Dynamic density forecasts for multivariate asset returns (Q3101653)
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scientific article; zbMATH DE number 5982543
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic density forecasts for multivariate asset returns |
scientific article; zbMATH DE number 5982543 |
Statements
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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0.7889325618743896
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0.7548193335533142
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0.7476385831832886
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0.7413778901100159
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0.7314789295196533
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