Provides functionality to fit and simulate from stationary vine copula models for time series, see Nagler et al. (2022) <doi:10.1016/j.jeconom.2021.11.015>.
This page was built for software: svines
Authors Thomas Nagler
Last update 18 January 2024
Software version identifier 0.1.4, 0.1.1, 0.1.3, 0.2.0, 0.2.1, 0.2.2, 0.2.3
Provides functionality to fit and simulate from stationary vine copula models for time series, see Nagler et al. (2022) <doi:10.1016/j.jeconom.2021.11.015>.
This page was built for software: svines