Good day, I wanted to ask if anyone would have pointers or suggestions into implementing a copula DCC GARCH model that uses a non-Normal and Student copula in R. I am trying to view an independence structure and have had an issue with implementing this trying to avoid using the two copulas included as part of the RMGARCH package. If a Skewed Student copula were to be implement-able that I think would work as well. Thanks, Thabani
None-Elliptical Copula Using rmgarch
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