JOURNAL ARTICLE
Forecasting Time Series with Multivariate Copulas
Clarence SimardBruno Rémillard
Year: 2013 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Multivariate statistics Series (stratigraphy) Econometrics Copula (linguistics) Time series Statistics Mathematics Economics Computer science Geology
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FWCI (Field Weighted Citation Impact)
34
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Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Complex Systems and Time Series Analysis
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
Hydrology and Drought Analysis
Physical Sciences → Environmental Science → Global and Planetary Change
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