Quick info
Bruno Remillard has worked on 2 packages so far. In total, Bruno Remillard has worked with 3 other authors on those packages. Nice teamwork!
Packages overview
Package details
| HMMcopula | Markov Regime Switching Copula Models Estimation and Goodness of Fit Mamadou Yamar Thioub , Bouchra Nasri , Romanic Pieugueu , Bruno Remillard |
| OptHedging | Estimation of value and hedging strategy of call and put options |