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support time varying copulas #13

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jacktang opened this issue Dec 12, 2023 · 1 comment

jacktang commented Dec 12, 2023

Hello, any plan to support time varying copulas?

Owner

maximenc commented Mar 14, 2024

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.

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