Can anyone out there share R or Matlab codes for dynamic C and D vines copulas?

John Weirstrass Muteba Mwamba @John_Weirstrass_Muteba_Mwamba

12 December 2013 0 8K Report

C and D vines copulas are pairs copulas constructed (PCC). I'm studying the dependence structure between many variables by assuming that each pair of marginals is coupled by a specific and different type of copula.

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