Wish there will be Students t Multivariate classes
piper0124 opened this issue · comments
This copula pack is great.
I work in financial risk management and mainly focus on the tail of distributions, but multivariate normal copula cannot capture the fat tail characteristics of financial data well, so I hope that in addition to the Gaussian Multivariate class, there will also be Students t Multivariate classes.This will bring great help to financial risk management personnel.
Look forward to your reply. thank you.
Student and Archimedean Multivariate class will be really helpful