fCopulae

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Rmetrics - Bivariate Dependence Structures with Copulae

Tobias Setz, Diethelm Wuertz

Last update: 7 January 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 4022.85

Official website: https://cran.r-project.org/web/packages/fCopulae/index.html

Source code repository: https://github.com/cran/fCopulae

Cited In (26)

• Statistical arbitrage with vine copulas
• egpd4gamlss
• mvPot
• nacopula
• HAC
• RTDE
• gofCopula
• futureheatwaves
• hkevp
• extremogram
• VaRES
• ReporteRs
• ExtremalDep
• R2Cuba
• fgac
• Gumbel
• QRMlib
• condMVNorm
• fPortfolio
• extremeStat
• extremis
• lax
• RWsearch
• ptsuite
• Basic elements of computational statistics
• tea

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