plot_volproxy

Plot function for volatility proxy 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_volproxy 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 proxy plot — plot_volproxy

<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_volproxy: Plot function for volatility proxy plot

Description

Usage

Value

Arguments