I am trying to estimate an Egarch- EVT- COPULA MODEL. THE MODEL WILL LINK THE Egarch with extreme value theory and copula to capture interdependence. Is there a toolbox for this, user-written codes or package to execute this. I will be happy if I can get some help in this regardI am trying to estimate an Egarch- EVT- COPULA MODEL. THE MODEL WILL LINK THE Egarch with extreme value theory and copula to capture interdependence. Is there a toolbox for this, user-written codes or package to execute this. I will be happy if I can get some help in this regard I am trying to estimate an Egarch- EVT- COPULA MODEL. THE MODEL WILL LINK THE Egarch with extreme value theory and copula to capture interdependence. Is there a toolbox for this, user-written codes or package to execute this. I will be happy if I can get some help in this regard garch, evt, copula MATLAB Answers — New Questions

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