[R-SIG-Finance] SJC copula in R

[Gus Br]

Dear Erol,

Thank you for your reply. Unfortunately, in VineCopula package, I only find
the Joe-Clayton and the rotated Joe-Clayton copula but not the
Symmetrized.one.


2018-03-12 17:42 GMT+01:00 Erol Biceroglu <erol.biceroglu at alumni.utoronto.ca
>:

> 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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>>
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> Erol Biceroglu
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