lsm-files.zip
Creators:
Ruben Loaiza-Maya
;
Michael S. Smith
;
Worapree Maneesoonthorn
From the dataset abstract
We propose parametric copulas that capture serial dependence in stationary heteroskedastic time series. We suggest copulas for first-order Markov series, and then extend them to higher...
Source: Time series copulas for heteroskedastic data (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/e36d5130-8066-4b6e-9271-58840c155432/resource/82769b74-6e08-4ec3-9e4f-e0f3c764609f/download/lsm-files.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
