High-Dimensional Copula-Based Distributions with Mixed Frequency Data
Dong Hwan Oh
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Andrew J. Patton
2016 ◽
Vol 193
(2)
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pp. 349-366
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Dong Hwan Oh
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Andrew J. Patton
2015 ◽
Vol 2015
(050)
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pp. 1-48
Dong Hwan
◽
◽
Andrew J. Patton
Dong Hwan Oh
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Andrew J. Patton
2017 ◽
Vol 35
(1)
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pp. 115-144
Hong Yu
◽
Qian Yang
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Guoyin Wang
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Yongfang Xie
Eric Ghysels
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Jonathan B. Hill
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Kaiji Motegi
Zhe Gao
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Jianjun Yang
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Shaohua Tan
Irina Bolodurina
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Denis Parfenov
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Kristina Pivovarova
2016 ◽
Vol 12
(2)
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pp. 165-185
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Michal Franta
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David Havrlant
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Marek Rusnák