Modeling Copulas
Please note - this is a bonus practical that I’ve decided to include.
It is not a finished practical as this is a session we will not be discussing in detail.
It shows you how to fit copulas and vine copulas.
Just a tester for you to enjoy…
For attribution, please cite this work as
Katzke (2026, Oct. 14). Financial Econometrics Course: Copula Modeling. Retrieved from https://www.fmx.nfkatzke.com/posts/2020-08-17-practical-8/
BibTeX citation
@misc{katzke2026copula,
author = {Katzke, N.F.},
title = {Financial Econometrics Course: Copula Modeling},
url = {https://www.fmx.nfkatzke.com/posts/2020-08-17-practical-8/},
year = {2026}
}