Physica A Statistical Mechanics and its Applications · 2014 · 50 citations · 45 references
BusinessBusiness EconomicsFinanceEconometricsFinancial EconometricsForecastingFinancial ForecastingFinancial RiskPortfolio AnalyticsRisk-return AnalysisTime Series ForecastingVolatility ModelingCopula EstimationCopula ModelsCopula-based ForecastingVine CopulasVolatility Forecasting
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