For a detailed description please refer to A. Meucci (2008) "Estimation of Structured t-Copulas"
Latest version of article and code available at http://symmys.com/node/134
Attilio Meucci (2023). Estimation of Structured t-Copulas (https://www.mathworks.com/matlabcentral/fileexchange/19751-estimation-of-structured-t-copulas), MATLAB Central File Exchange. Retrieved .
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