Name of QuantLet: SFEplotCop

Published in: Statistics of Financial Markets

Description: Plots (joint) pdf contours of a standard normal and a t3 distributed variable with normal, Clayton, Frank and Gumbel Copula.

Keywords: copula, distribution, normal, normal-distribution, plot, graphical representation, pdf, density, clayton, Frank, gaussian, gumbel

See also: SFEclaytonMC, SFEstaticCop, SFEtCop, SFEVaRcopulaSIM2ptv, SFEArchCopDensity, BCS_ClaytonMC, SFEfrechet, SFEgaussCop, SFEresDens, SFEtMC, SFScontourgumbel, SFEgaussCop

Author: Ostap Okhrin

Submitted: Tue, September 13 2011 by Awdesch Melzer

Example: Pdf contour plots, with (clockwise) Gaussian (rho = 0), Clayton (theta = 0.9), Frank (theta = 8) and Gumbel (theta = 2) copulae.