# Archimedean copula parameters?

Using R, I am attempting to fit data for 3 stock indices using 3 Archimedean copulas, Frank, Gumbel or Clayton. What are their parameters?

In class, we were taught to fit a t copula. Its parameters come from getting the correlation matrix (see last two lines of codes below).

This, this and this don't seem to help, I think. In the examples, there are some numbers plugged in to the copulas, but I don't really see how to determine the numbers to use? Help please?

library(copula)

hk=dat$Hangseng jp=dat$Nikkei