Dynamic Density Forecasts for Multivariate Asset Returns

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@article{bc6f344d06704b068056e051b52def11,

title = "Dynamic Density Forecasts for Multivariate Asset Returns",

author = "Arnold Polanski and Evarist Stoja",

year = "2011",

doi = "10.1002/for.1192",

language = "English",

volume = "30",

pages = "523--540",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "Wiley",

number = "6",

}