tscopula

Functions for the analysis of time series using copula models. The package is based on methodology described in the following references. McNeil, A.J. (2021) doi:10.3390/risks9010014, Bladt, M., & McNeil, A.J. (2021) doi:10.1016/j.ecosta.2021.07.004, Bladt, M., & McNeil, A.J. (2022) doi:10.1515/demo-2022-0105.

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