network profile
| bio | website | ericbeurre.com |
|---|---|---|
| location | Durham, NC | |
| age | ||
| visits | member for | 6 months |
| seen | Feb 9 at 16:05 | |
| stats | profile views | 26 |
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Feb 9 |
comment |
Tools in R for estimating time-varying copulas? @vonjd late better than never ... my point is pretty darn specific :: "time-varying copula" is an academic exercise -- if you want to understand the dependence structure between your variables over time, you are introducing a graphical model. Call it whatever floats your boat. Hopefully my answer will direct others considering this approach to graphical models. Voila two great places to start a search: cran and pypi. |
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Nov 28 |
awarded | Revival |
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Nov 28 |
awarded | Revival |
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Nov 28 |
awarded | Editor |
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Nov 28 |
revised |
When do Finite Element method provide considerable advantage over Finite Differences for option pricing? mistakenly called Zhang FEM when it is really FEM. |
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Nov 28 |
answered | Tools in R for estimating time-varying copulas? |
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Nov 27 |
awarded | Teacher |
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Nov 27 |
answered | When do Finite Element method provide considerable advantage over Finite Differences for option pricing? |
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Nov 27 |
awarded | Supporter |
