Utilities.R
Creators:
Nikolaus Hautsch
;
Rodrigo Herrera
From the dataset abstract
We propose a multivariate dynamic intensity peaks-over-threshold model to capture extremes in multivariate return processes. The random occurrence of extremes is modeled by a multivariate...
Source: Multivariate dynamic intensity peaks‐over‐threshold models (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | R |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/68d94bc3-5f2a-4925-8d93-bdbfcadff004/resource/1a8679a0-d3d5-4b4a-8f42-72cedd70f36e/download/utilities.r |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
