Search results
Results: 17
Number of items: 17
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Diks, C., Panchenko, V., Sokolinskiy, O., & van Dijk, D. (2014). Comparing the accuracy of multivariate density forecasts in selected regions of the copula support. Journal of Economic Dynamics & Control, 48, 79-94. https://doi.org/10.1016/j.jedc.2014.08.021
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Diks, C., Panchenko, V., Sokolinskiy, O., & van Dijk, D. (2013). Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support. (Tinbergen Institute Discucssion Papers; No. 13-061/III). Tinbergen Institute. http://www.tinbergen.nl/discussionpaper/?paper=2099
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Anufriev, M., Arifovic, J., Ledyard, J., & Panchenko, V. (2013). Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information. Journal of Evolutionary Economics, 23(3), 539-573. https://doi.org/10.1007/s00191-011-0230-8 -
Diks, C., Panchenko, V., & van Dijk, D. (2011). Likelihood-based scoring rules for comparing density forecasts in tails. Journal of Econometrics, 163(2), 215-230. https://doi.org/10.1016/j.jeconom.2011.04.001
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Anufriev, M., Arifovic, J., Ledyard, J., & Panchenko, V. (2010). Efficiency of continuous double auctions under individual evolutionary learning with full or limited information. (CeNDEF working paper; No. 10-01). Center for Nonlinear Dynamics in Economics and Finance (CeNDEF). http://www1.fee.uva.nl/cendef/publications/papers/iel_book_r1.pdf
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Diks, C., Panchenko, V., & van Dijk, D. (2010). Out-of-sample comparison of copula specifications in multivariate density forecasts. Journal of Economic Dynamics & Control, 34(9), 1596-1609. https://doi.org/10.1016/j.jedc.2010.06.021
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Anufriev, M., & Panchenko, V. (2009). Asset prices, traders’ behavior and market design. Journal of Economic Dynamics & Control, 33(5), 1073-1090. https://doi.org/10.1016/j.jedc.2008.09.008
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Diks, C., Panchenko, V., & van Dijk, D. (2008). Out-of-sample comparison of copula specifications in multivariate density forecasts. (Tinbergen Institute discussion papers; No. TI 2008-105/4). Tinbergen Instituut. http://www.tinbergen.nl/ti-publications/discussion-papers.php?paper=1413
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Diks, C., Panchenko, V., & van Dijk, D. (2008). Out-of-sample comparison of copula specifications in multivariate density forecasts. (CeNDEF working papers; No. 08-10). Afdeling Kwantitatieve Economie. http://www1.fee.uva.nl/cendef/publications/papers/cendef_wp_0810.pdf
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Diks, C., Panchenko, V., & van Dijk, D. (2008). Partial likelihood-based scoring rules for evaluating density forecasts in tails. (CeNDEF working papers; No. 08-03). Afdeling Kwantitatieve Economie. http://www1.fee.uva.nl/cendef/publications/papers/wlr_cendef_wp.pdf
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