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Published 20 hours ago • verified publisher icon maximenc

support time varying copulas

Open jacktang opened this issue 1 year ago • 1 comments

Hello, any plan to support time varying copulas?

jacktang avatar Dec 12 '23 09:12 jacktang

Hi @jacktang, Not currently, but we could consider adding this if you have a specific model in mind for the dynamic copula parameter. Thank you.

maximenc avatar Mar 14 '24 16:03 maximenc