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.

garch-copula-VaR模型用于计算投资组合风险-garch-copula-VaR model is used to calculate portfolio risk

copula例子 与GARCH相结合，分析几个指标的相关性。(The copula example is combined with GARCH to analyze the correlation of several indicators.)

包含各种不同分布的garch模型及copula模型(IT CONTAINS MANY KINDS OF GARCH AND COPULA MODELS.)