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Wish there will be Students t Multivariate classes #347

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piper0124 opened this issue Apr 13, 2023 · 1 comment
Open

Wish there will be Students t Multivariate classes #347

piper0124 opened this issue Apr 13, 2023 · 1 comment

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@piper0124
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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.

@beatrizcastro1
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Student and Archimedean Multivariate class will be really helpful

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