[R-SIG-Finance] SJC copula in R

Gus Br gus.br1990 at gmail.com
Mon Mar 12 17:37:02 CET 2018


Dear all,

Could you please tell me if there is any package or code available for the
(time-varying) Symmetrized Joe-Clayton copula in R?
In copula package, I think that there is only the Joe-Clayton copula.

Thank you in advance!
Gus

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