To overly-dumb this down... the idea is, a vine copula is basically just a "computable" way of taking "multiple" random variables that have some time changing correlations.... and 'linking' them together in order to derive some information about the future, in distribution form, in order to associate risk management decisions with said computations?
@@HudsonThamesResearch Hi, someone knows how to achieve the codes of this lecture? I went through the link but I don't found it, could you help me please?
To overly-dumb this down... the idea is, a vine copula is basically just a "computable" way of taking "multiple" random variables that have some time changing correlations.... and 'linking' them together in order to derive some information about the future, in distribution form, in order to associate risk management decisions with said computations?
👍👍👍
I am very interested in your project, can you provide your code for me to learn?
@@HudsonThamesResearch Hi, someone knows how to achieve the codes of this lecture? I went through the link but I don't found it, could you help me please?