@data{jae.2022326.0709537294, author = {Loaiza-Maya, Ruben and Smith, Michael S. and Maneesoonthorn, Worapree}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {time-series-copulas-for-heteroskedastic-data}, year = {2018}, version = {1}, url = {https://journaldata.zbw.eu/dataset/time-series-copulas-for-heteroskedastic-data}, doi = "10.15456/jae.2022326.0709537294" }