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Can't run the Conditional Mean and Conditional Variance
Hello guys, I try to run the code of Patton's Copula code (http://public.econ.duke.edu/~ap172/code.html), but I am not able to ...
8 years ago | 0 answers | 0
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ARMA Problem whilst calculate the conditional mean
I would like to calculate the conditional copulas, therefore I would like to calculate the conditional mean and conditional vari...
8 years ago | 0 answers | 0