Normal copula is the copula of multivariate normal distribution.
t-copula is the copula of multivariate Student's t distribution.

但也可以the marginal distribution is normal but
        the dependence structure is driven by t-copula

or     the marginal distribution is t-distribution but
       dependence structure is driven by normal-copula

尤其是应用在投资组合方面,更具弹性.
有的商品是norma,l有的是 t distribution,有的是 fat tail.

the greatest advantage of copula function is to allow
the separation of margin and dependence structure