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Message-ID: <62455.91407.qm@web32501.mail.mud.yahoo.com>
Date: 2009-02-06T03:14:45Z
From: ahmed_shamiri at yahoo.com
Subject: Copula-GARCH

Hello,
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I have two time series, and I want to obtain copula-GARCH. I know how to model the data with GARCH models but how to incorporate the GARCH model with copula is what I need.
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Can anyone give me some tips about the code to estimate the copula-GARCH?
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Thanks in advance
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Shamiri