Forecasting time series with multivariate copulas
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2015-05-01
|
| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2015-0005 |
| _version_ | 1819135387403026432 |
|---|---|
| author | Simard Clarence Rémillard Bruno |
| author_facet | Simard Clarence Rémillard Bruno |
| author_sort | Simard Clarence |
| collection | DOAJ |
| first_indexed | 2024-12-22T10:18:17Z |
| format | Article |
| id | doaj.art-7fde70698ca1413fbe9631df38e2537e |
| institution | Directory Open Access Journal |
| issn | 2300-2298 |
| language | English |
| last_indexed | 2024-12-22T10:18:17Z |
| publishDate | 2015-05-01 |
| publisher | De Gruyter |
| record_format | Article |
| series | Dependence Modeling |
| spelling | doaj.art-7fde70698ca1413fbe9631df38e2537e2022-12-21T18:29:42ZengDe GruyterDependence Modeling2300-22982015-05-013110.1515/demo-2015-0005demo-2015-0005Forecasting time series with multivariate copulasSimard Clarence0Rémillard Bruno1Department of Mathematics and Statistics, Université de MontréalDepartment of Decision Sciences, HEC Montréalhttps://doi.org/10.1515/demo-2015-0005copulas time series forecasting realized volatility62m20 |
| spellingShingle | Simard Clarence Rémillard Bruno Forecasting time series with multivariate copulas Dependence Modeling copulas time series forecasting realized volatility 62m20 |
| title | Forecasting time series with multivariate copulas |
| title_full | Forecasting time series with multivariate copulas |
| title_fullStr | Forecasting time series with multivariate copulas |
| title_full_unstemmed | Forecasting time series with multivariate copulas |
| title_short | Forecasting time series with multivariate copulas |
| title_sort | forecasting time series with multivariate copulas |
| topic | copulas time series forecasting realized volatility 62m20 |
| url | https://doi.org/10.1515/demo-2015-0005 |
| work_keys_str_mv | AT simardclarence forecastingtimeserieswithmultivariatecopulas AT remillardbruno forecastingtimeserieswithmultivariatecopulas |