High-dimensional copula-based distributions with mixed frequency data

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Oh, DH; Patton, AJ

Published Date

  • August 2016

Published In

Volume / Issue

  • 193 / 2

Start / End Page

  • 349 - 366

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2016.04.011