A multivariate volatility vine copula model (Q5034252)
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scientific article; zbMATH DE number 7481025
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multivariate volatility vine copula model |
scientific article; zbMATH DE number 7481025 |
Statements
A multivariate volatility vine copula model (English)
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24 February 2022
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copula
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forecasting
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realized covariances
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realized volatility
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vine copula
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0.854167103767395
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0.8038431406021118
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0.7961828112602234
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0.7944580912590027
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