Forecasting time series with multivariate copulas

Bibliographic Details
Main Authors:	Simard Clarence, Rémillard Bruno
Format:	Article
Language:	English
Published:	De Gruyter 2015-05-01
Series:	Dependence Modeling
Subjects:	copulas time series forecasting realized volatility 62m20
Online Access:	https://doi.org/10.1515/demo-2015-0005

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spelling	doaj-7fde70698ca1413fbe9631df38e2537e2021-10-02T18:54:45ZengDe 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
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Simard Clarence Rémillard Bruno
spellingShingle	Simard Clarence Rémillard Bruno Forecasting time series with multivariate copulas Dependence Modeling copulas time series forecasting realized volatility 62m20
author_facet	Simard Clarence Rémillard Bruno
author_sort	Simard Clarence
title	Forecasting time series with multivariate copulas
title_short	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_sort	forecasting time series with multivariate copulas
publisher	De Gruyter
series	Dependence Modeling
issn	2300-2298
publishDate	2015-05-01
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
_version_	1716848579187834880

Forecasting time series with multivariate copulas

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