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I have been reading about copula, but still very confused.

What exactly is a copula? My understanding is: there are couple of components

1. uniform cdf marginal

2. a covariance matrix

What exactly is this thing? Why am I calculating the marginals and what does it have to do with the covariance matrix?

I am reading on the bivariate Gaussian copulas and t-copulas.

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# What is copulas exactly, in probability and finance terms

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