plot_volprofile

Plot function for volatility profile plot

internal

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

plot_volprofile function

<dl><dt>x</dt>
<dd>an object of class tscmfit.</dd>
<dt>bw</dt>
<dd>logical variable specifying whether black-white options should be chosen.</dd></dl>

Arguments

Plot function for volatility profile plot — plot_volprofile

<dl>

<dt>x</dt>
<dd>an object of class tscmfit.</dd>


<dt>bw</dt>
<dd>logical variable specifying whether black-white options should be chosen.</dd>

</dl>

plot_volprofile: Plot function for volatility profile plot

Description

Usage

Value

Arguments