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Wish there will be Students t Multivariate classes

Open piper0124 opened this issue 1 year ago • 1 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.

piper0124 avatar Apr 13 '23 13:04 piper0124