Robust pair-copula based forecasts of realized volatility

Applied Stochastic Models in Business and Industry 2014 / 03 Vol. 30; Iss. 2

Robust pair-copula based forecasts of realized volatility

Vaz de Melo Mendes, Beatriz, Accioly, Victor Bello
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Volume:
30
Language:
english
Journal:
Applied Stochastic Models in Business and Industry
DOI:
10.1002/asmb.1960
Date:
March, 2014
File:
PDF, 415 KB
english, 2014
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