"A partial correlation vine based approach for modeling and forecasting ..."

Nicole Barthel, Claudia Czado, Yarema Okhrin (2020)

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DOI: 10.1016/J.CSDA.2019.106810

access: closed

type: Journal Article

metadata version: 2020-02-18

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Nicole Barthel, Claudia Czado, Yarema Okhrin:
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series. Comput. Stat. Data Anal. 142 (2020)

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