svines

MaRDI QIDQ111322CRANFDO

Authors Thomas Nagler

Last update 18 January 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.4, 0.1.1, 0.1.3, 0.2.0, 0.2.1, 0.2.2, 0.2.3

Description

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>.

Cites work

• Stationary vine copula models for multivariate time series

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