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 [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.