Dear Thomas,
Try Jim Lindsey's R code: http://alpha.luc.ac.be/~jlindsey/
HTH
Hello
I am writing to you regarding your interest in Copula/copulae and it´s
usage. I am currently studying Copula for my Master thesis and also
therefore have a large interest in it. Now I am looking for
Hello
I am writing to you regarding your interest in Copula/copulae and it´s
usage. I am currently studying Copula for my Master thesis and also
therefore have a large interest in it. Now I am looking for information
regarding copula as well as Copula and R.
Code, information how to calculate