List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads Journal of Business and Economic Statistics | 2024-10-23 | Paper |
| Modeling Dependence in High Dimensions With Factor Copulas Journal of Business and Economic Statistics | 2024-10-09 | Paper |
| Better the devil you know: improved forecasts from imperfect models Journal of Econometrics | 2024-07-17 | Paper |
| Dynamic factor copula models with estimated cluster assignments Journal of Econometrics | 2023-11-17 | Paper |
| High-dimensional copula-based distributions with mixed frequency data Journal of Econometrics | 2016-07-12 | Paper |
| Simulated Method of Moments Estimation for Copula-Based Multivariate Models Journal of the American Statistical Association | 2013-08-07 | Paper |
Research outcomes over time
This page was built for person: Dong Hwan Oh
