Improving forecasting performance using covariate-dependent copula models | |
Li, Feng; Kang, Yanfei | |
刊名 | INTERNATIONAL JOURNAL OF FORECASTING
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2018 | |
卷号 | 34页码:456-476 |
关键词 | Covariate-dependent copula Financial forecasting Tail-dependence Kendall's tau MCMC |
ISSN号 | 0169-2070 |
DOI | 10.1016/j.ijforecast.2018.01.007 |
URL标识 | 查看原文 |
收录类别 | SSCI |
WOS记录号 | WOS:000449722000006 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5933492 |
专题 | 北京航空航天大学 |
推荐引用方式 GB/T 7714 | Li, Feng,Kang, Yanfei. Improving forecasting performance using covariate-dependent copula models[J]. INTERNATIONAL JOURNAL OF FORECASTING,2018,34:456-476. |
APA | Li, Feng,&Kang, Yanfei.(2018).Improving forecasting performance using covariate-dependent copula models.INTERNATIONAL JOURNAL OF FORECASTING,34,456-476. |
MLA | Li, Feng,et al."Improving forecasting performance using covariate-dependent copula models".INTERNATIONAL JOURNAL OF FORECASTING 34(2018):456-476. |
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