[R] Copulas

emkayenne michaelkristoffernagl at gmail.com
Tue Oct 20 14:16:07 CEST 2009


emkayenne wrote:
> Hello! 
> I am currently using R to deal empirically with copulas. I am using
> financial return data to construct copula models that seem appropriate for
> my data sets. Is there anyone who has done something similar and who is
> interested in talking (or writing...) with me about this topic
> (difficulties, experiences...)? 
> I have extensive experience in this area now but there are still some
> things espacially revolving around testing copula models that are still
> slightly messy. 
> Waiting for your replies..., emkay

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