B. Rémillard and J.-F. Plante. TwoCop: Nonparametric test of equality between two
copulas, 2012. R package version
1.0 url
B. Rémillard. SMFI5: R functions and data from Chapter 5 of ’Statistical Methods for Financial Engineering’, 2013. R package version 1.0 url
B. Rémillard. OptHedging: Estimation of value and hedging strategy of call and put options, 2013. R package version 1.0 url
M. Y. Thioub, B. R. Nasri, R.
Pieugueu, and B. N. Rémillard. HMMcopula: Markov regime switching copula models estimation
and goodness-of-fit, 2018. R package version 1.0.3 url
B. R. Nasri and B. N. Rémillard. changepointTests: Change Point Tests for Joint Distributions
and Copulas, 2021R package version 0.1.1 url
B. R. Nasri, B. N. Rémillard, J. G. Nešlehová, and C. Genest. MixedIndTests: Tests of Randomness and Tests of Independence, 2022. R package
version 1.1.0 url
B. R. Nasri and B. N. Rémillard. CopulaInference: Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions, April 2023. . R package version 0.5.0 url
P. Krupskii,
B. R. Nasri, and B. N. Rémillard. CopulaGAMM:
Copula-Based Mixed Regression Models, November 2023. R
package version 0.4.1 url
K. Ghoudi, B. R. Nasri, B. N. Remillard, and P. Duchesne. IndGenErrors: Tests of Independence Between Innovations of Generalized Error Models, 2023. R package version 0.1.4 url
B. R. Nasri and B. N. Remillard. GaussianHMM1d: Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models, 2023. R package version 1.1.0 url
B. Rémillard (2013). Statistical Methods for Financial Engineering, Chapman & Hall/CRC, London, x + 496 pp. url Matlab programs R programs