Browsing All of EconStor by Author Panchenko, Valentyn
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2005 | Nonparametric Tests for Serial Independence Based on Quadratic Forms | Diks, Cees; Panchenko, Valentyn |
2008 | Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts | Diks, Cees; Panchenko, Valentyn; van Dijk, Dick |
2008 | Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails | Diks, Cees; Panchenko, Valentyn; van Dijk, Dick |
2013 | Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support | Diks, Cees; Panchenko, Valentyn; Sokolinskiy, Oleg; van Dijk, Dick |