I am using R 2.5.1 for windows and my purpose is to estimate a clayton copula . Since I have two time series marginals, I found that the most appropriate model was an ARMA(1,0)+GARCH(1,1) model for both with sstd as conditional distribution. Can anyone give me some tips about the code to estimate the copula? Thanks in advance Gaetano Rossi ------------------------------------------------------ Scegli infostrada: ADSL gratis per tutta l?estate e telefoni senza canone Telecom http://click.libero.it/infostrada