[R-SIG-Finance] Stock Return (Fitting a Copula)

[ngm]

Hi ,

I need help figuring out how to fit a copula to my stock return data. I
can't seem to determine a single copula that would fit my data even though I
have proved that my data are not independent. I think my problem is trying
to figure out the param I need to set for my copula to fit the data. Anybody
has any idea how to do so? Is there a function I need to run before to my
data before I run the gofCopula? returns.csv
<http://r.789695.n4.nabble.com/file/n4664209/returns.csv>   Thank you!

system.time(srGof.t.mult <- gofCopula(claytonCopula(param=*????*, dim = 3),
test1, method = "mpl",simulation="mult"))

I have uploaded my data to this post. Any help would be appreciated.



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