Multivariate semi-nonparametric distributions with dynamic conditional correlations
- Del Brio, E.B.
- Ñíguez, T.-M.
- Perote, J.
ISSN: 0169-2070
Année de publication: 2011
Volumen: 27
Número: 2
Pages: 347-364
Type: Article
Revue:
International Journal of Forecasting