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://journaldata.zbw.eu/dataset/af80cb1a-5737-4dcd-aa8b-b0837b0aa802/resource/7eff552b-450a-43a2-a0ca-bc1b71eb5320/download/lsm-files.zip |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
