Dynamic factor copula models with estimated cluster assignments (Q6090586)
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scientific article; zbMATH DE number 7767732
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| English | Dynamic factor copula models with estimated cluster assignments |
scientific article; zbMATH DE number 7767732 |
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Dynamic factor copula models with estimated cluster assignments (English)
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17 November 2023
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high-dimensional models
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risk management
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multivariate density forecasting
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