Dynamic copulas: applications to finance & economics

The top panel shows the shock structure for the unmodified case (dashed red curve, Model D) and the non-linear case (solid black and dot–dashed blue curves, Model E). The middle

AFM profiles of indentation on pristine (black line) and irradiated samples at 2 GGy (red line) before (solid line) and after annealing (dotted line) The indentation load is 50 g,

(a1) Along, (a2) across, and (a3) vertical velocities for the (red dashed line) time- mean, (blue dashed line) eddy-induced and (black solid line) residual components for the

Solid black line repre- sents DEM simulation results, dashed red line results obtained using the model developed in this work (Model 1), while dotted blue line results obtained

(Right panel) The solid blue line shows the optimal time histogram, red line below shows the original exogenous activity exp(γ(t)), black curve represents the inferred

This paper presents a new multivariate GARCH model with time-varying conditional correlation structure which is a generalization of the Regime Switching Dynamic Correlation (RSDC)

The vertical red solid line represents the true parameter value and the dashed black, green and blue line indicates the 50000, 100000 and 300000 iteration estimates of β

The energy depositions from a full detector simulation (black markers) are shown as reference and compared to the ones of a VAE (solid red line) and a GAN (solid blue line). The