Alexander J. McNeil

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
tscopula2024-02-16Software
Time series copula models using d-vines and v-transforms
Econometrics and Statistics
2022-10-01Paper
Time series with infinite-order partial copula dependence
Dependence Modeling
2022-06-24Paper
Time series with infinite-order partial copula dependence
Dependence Modeling
2021-07-02Paper
Modelling Volatile Time Series with V-Transforms and Copulas
Risks
2021-01-05Paper


Research outcomes over time


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