GitHub - QuantLet/COP-Estimation-Misspec: R code used in the master thesis "Estimation of the Dependence Parameter in Bivariate Archimedean Copula Models Under Misspecification" · GitHub

Name		Name	Last commit message	Last commit date
COPSimStuPercRelBiasLarge		COPSimStuPercRelBiasLarge
COPSimStuPercRelBiasMix		COPSimStuPercRelBiasMix
COPSimStudyBoxpl		COPSimStudyBoxpl
COPSimStudyResLarge		COPSimStudyResLarge
COPSimStudyResMix		COPSimStudyResMix
COPapp2residual		COPapp2residual
COPmisspecClayGum		COPmisspecClayGum
COPp.values		COPp.values
COPretaparch		COPretaparch
COPtautotheta		COPtautotheta
COPthetasDiff		COPthetasDiff
CopDynEst		CopDynEst
CopVaRBackTesRes1		CopVaRBackTesRes1
CopVarBackTesRes2		CopVarBackTesRes2
yamldebugger_results.md		yamldebugger_results.md

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R code used in the master thesis "Estimation of the Dependence Parameter in Bivariate Archimedean Copula Models Under Misspecification"

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