Dong Hwan Oh

Available identifiers

zbMath Open oh.dong-hwanMaRDI QIDQ726591

List of research outcomes

Publication	Date of Publication	Type
Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads	2024-10-23	Paper
Modeling Dependence in High Dimensions With Factor Copulas	2024-10-09	Paper
Better the devil you know: improved forecasts from imperfect models	2024-07-17	Paper
Dynamic factor copula models with estimated cluster assignments	2023-11-17	Paper
High-dimensional copula-based distributions with mixed frequency data	2016-07-12	Paper
Simulated Method of Moments Estimation for Copula-Based Multivariate Models	2013-08-07	Paper

Research outcomes over time

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