[R-SIG-Finance] SJC copula in R

[Erol Biceroglu]

It’s possible the “VineCopula” package may have what you’re looking for.

Check out the “BiCop” function documentation for a list of available
copulas.

On Mon, Mar 12, 2018 at 12:37 PM Gus Br <gus.br1990 at gmail.com> wrote:

> 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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Erol Biceroglu
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