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copulas
- copua是金融数学计算中的一类新模型。本代码提供了最常用的copula模型，如clayton等中的参数估计等内容-copua financial mathematical calculation of a new type of model. This code provides the most commonly used model of Copulas, such as Clayton of parameter estimation etc.
copulas
- copular 多元时间变量统计学工具 计算相关性 -copular multiple time variables were calculated related tools
copulas
- Copula matlab程序 可以作为多变量分析，用在经济，金融，水利等相关专业-Copula matlab program can be used as multivariate analysis, used in the economic, financial, irrigation and other related professional
copulas
- 一些基本的做copula的matlab程序，可以画累计分布函数图。-Some of the basic copula matlab program, you can draw the cumulative distribution function diagram.
Dynamic_Copula_Toolbox._1
- The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines. Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are supported.
copulas
- copula函数经典 Roger B. Nelsen An Introduction to Copulas- Roger B. Nelsen An Introduction to Copulas
copulas
- copulas参数估计方法的源代码。copulas为一种统计方法。-copulas parameter estimation method of the source code. copulas is a statistical method.
tcopula
- T-copula的蒙特卡罗模拟过程可以测算数据间的相依关系-T- copulas connect process of monte carlo simulation to measure the dependency relationship between the data
example06_01
- 二元copula模型，用于两地股市波形相关性的测度-Binary copulas connect model, used for measure waveform correlation in both markets
GAS_factor_copula_toolbox_17feb16
- 时间序列copula工具箱，包含密度函数，分布函数，对数似然函数等等，主要正对二元copula-This zip file contains a collection of Matlab functions for research on copulas for financial time series. Some simple example code is given in copula_example_code.m . A table of contents is given in c
Copula
- copula理论及应用实例，内含一个程序实例与两个excel文件-Copulas connect the theory and applications, including a program instance and two excel
ComputeCopulaPDF
- Computes de density of some Archimidean copulas.
CoVaR-Copula
- 关于CoVaR和Copula的R代码，大部分Copula都可以通过此代码计算对应的CoVaR-You can use this package to estimate the CoVaR based on various copulas
copulas
- 本文件用于正态、t、阿基米德等常用二元Copula函数的随机运算(This document is used for normal, t, Archimedes and other commonly used two yuan Copula function random operations)
tau and theta-Copula
- 给定两个变量的数据，可以计算Copula函数的参数，还可以计算变量的相关系数(The program could estimate the parameters of copulas)
Dynamic_Copula_Toolbox_3.0 (1)
- Patton code to estimate dynamic copulas
Time-varying-HAC-master
- hierarchical Archimedean copulas (HAC) for the US, the German and the Japanese stock market.(financial contagion is modelled by means of hierarchical Archimedean copulas (HAC) for the US, the German and the Japanese stock market. The time-varying nat
Patton_copula_toolbox
- These are commands for calculating copulas. Original from mr patton, who used it for his research.