[R-SIG-Finance] HELP!: multivariate copula

[widmo]

Hi,

I’ve made research in internet, but it seems, most of the articles dealing
with copulas are based on simulated data, limited to bivariate cases with
one correlation parameter. Can you please help, how to fit a multivariate
Archimedean copula (dim=7) to real data with the given correlation matrix
and to estimate a fitting parameters.

Thanks you for answers!   




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