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07/02/2021
Time series models with infinite-order partial copula dependence
Stationary and ergodic time series can be constructed using an s-vine de...
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09/17/2020
On mixtures of extremal copulas and attainability of concordance signatures
The concordance signature of a random vector or its distribution is defi...
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06/19/2020
Time series copula models using d-vines and v-transforms: an alternative to GARCH modelling
An approach to modelling volatile financial return series using d-vine c...
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02/24/2020
