[R] copula estimation wih time series marginals

[ben_it at libero.it]

I am using R 2.5.1 for windows and my purpose is to estimate a clayton copula . 
Since I have two time series marginals, I found that the most appropriate model was an ARMA(1,0)+GARCH(1,1) model for both with sstd as conditional distribution. Can anyone give me some tips about the code to estimate the copula?
Thanks in advance

Gaetano Rossi


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