readme.slm.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/e36d5130-8066-4b6e-9271-58840c155432/resource/93133a1e-95d8-4fa0-a182-a2d6fc144951/download/readme.slm.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
