HMMcopula

MaRDI QIDQ44485swMATHCRANFDO

Authors Mamadou Yamar Thioub

Last update 21 April 2020

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

Software version identifier 1.0.4

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

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

Cited in

(1)

• Goodness‐of‐fit for regime‐switching copula models with application to option pricing

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