Good day
I wanted to ask if anyoone would have pointers or suggestions into
implementing a copula DCC GARCH model that uses a non-Normal and Student
copula in R. I am trying to view an independence structure and have had an
issue with implementing this using the two copulas included as part of the
RMGARCH package. If a Skewed Student copula were to be implement-able that
I think would work as well.
Kind regards,
Thabani
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