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

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

Cited In (3)

• Statistical arbitrage with vine copulas
• Basic Elements of Computational Statistics
• fPortfolio

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