How can I do a copula graph?
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Hello Everyone!
I'm working on my thesis project researching the Tail Dependence. I've built a SJC Copula and I need to graph it like the image here. I have the copula values [u v] for the two series, and the SJC Copula cdf values as a serie that depends of u and v. I also have the tail dependence parameters (tU and tL shown in the picture).
Please, if anyone knows how to create a graph like the shown one, I'll be pleased!!!
Thanks in advance!
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