svines (Q111322)
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Stationary Vine Copula Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | svines |
Stationary Vine Copula Models |
Statements
18 January 2024
0 references
Provides functionality to fit and simulate from stationary vine copula models for time series, see Nagler et al. (2022) <doi:10.1016/j.jeconom.2021.11.015>.
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