Multivariate semi-nonparametric distributions with dynamic conditional correlations

Niguez, Trino-Manuel, Del Brio, Esther B., Ñíguez, Trino-Manuel, Perote, Javier . International Journal of Forecasting 2011. 27 (2) :347-364

Locate this article in:

Bibtex

@article{CIS-250888,
  Author = {Niguez, Trino-Manuel and Del Brio, Esther B. and Ñíguez, Trino-Manuel and Perote, Javier},
  Title = {Multivariate semi-nonparametric distributions with dynamic conditional correlations},
  Journal = {International Journal of Forecasting},
  Volume = {27},
  Number = {2},
  Year = {2011},
  Pages = {347--364},
  Keywords = {Multivariate time series, financial markets, GARCH models, density forecasts, semi-nonparametric methods}
}

Similar articles