Before revision:  Using data on homicides in New South Wales, and also U.S bankruptcies , we illustrate both the flexibility of the time series copula models, and the efficacy of the variational Bayes estimator for copulas of up to 792 dimensions and 60 parameters.
After revision:  Using six example series , we illustrate both the flexibility of the time series copula models, and the efficacy of the variational Bayes estimator for copulas of up to 792 dimensions and 60 parameters.