HMMcopula

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Markov Regime Switching Copula Models Estimation and Goodness of Fit

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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