UNRATENSA.csv
Creators:
Bingduo Yang
;
Christian M. Hafner
;
Guannan Liu
;
Wei Long
From the dataset abstract
A copula with a flexibly dependence structure can capture complexity and heterogeneity in economic and financial time series. Based on the recently proposed single-index copula, we...
Source: Semiparametric estimation and variable selection for single‐index copula models (replication data)
Metadata
Field | Value |
---|---|
Format | text/csv |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/3038d13f-b310-4b3a-9f8f-4923976254da/resource/ce9118af-0d72-494c-9547-dca01e16f854/download/unratensa.csv |
Last updated | November 23, 2022 |
Created | November 23, 2022 |