hm-code.zip
Creators:
Christian M. Hafner
;
Hans Manner
From the dataset abstract
We propose a new dynamic copula model in which the parameter characterizing dependence follows an autoregressive process. As this model class includes the Gaussian copula with stochastic...
Source: Dynamic stochastic copula models: estimation, inference and applications (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/134fcf0b-e533-4e12-9e1b-01a76dc003aa/resource/8d9afda4-d6b2-4bc0-9827-d7d5a66dbdf4/download/hm-code.zip |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
