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://journaldata.zbw.eu/dataset/af80cb1a-5737-4dcd-aa8b-b0837b0aa802/resource/27f51c28-9ab5-4791-8947-f71bfaebc86e/download/readme.slm.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
