搜索资源列表
Dynamic-Copula-Toolbox-2.0
- 包括二元Copula、时变Copula和藤Copula的估计原程序。-The dynamic copula toolbox we present here is a list of MATLAB functions specifically designed to estimated the three aforementioned classes of coplulas ad it is particularly oriented towards cases met in finance.
CDS_Copula
- code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS
t-copula
- t-coupla求相关系数，包括正态分布，t分布，和其他copula函数的基本代码-t-copula，mainly used in t copula corrention
copulas
- 文献资料，利用Copula函数度量整合风险的-Literature, the use of integrated risk Copula function metrics
matlab-for-copula-2d
- 实现二维copula函数的应用 生成边缘分布 计算copula函数参数 求出联合分布密度和分布函数 计算过程中的绘图-To achieve the application of two-dimensional copula function. Generate marginal distribution. Copula function parameter calculation. Obtain the joint distribution densit
VineCopula_1.1-3
- This program is a complete Vine-copula in R-package. It can be use to find correlation in multiple events, I use it for correlation between windfarms
Patton_copula_toolbox
- This program is a complete Patton-copula in MATLAB. It can be use to find correlation in multiple events
mvtnorm_0.9-9995
- This program is a complete MVTnorm-copula in R-package. It can be use to find correlation in multiple events, and also can be useful for you if you are into stocks
example06_01
- gaussian copula 相关参数的求取及绘制图表
tmp_29888-bluetooth-2119211703
- Calculate Empirical Copula and Kendall function
term_eco_Rcodes
- GARCH-COPULA-EVT 模型的应用编程(Application programming of GARCH-COPULA-EVT model)
copula和多元GARCH的资料
- copula和多元GARCH的资料,包含多个变形的GARCH模型的变形程序(Data of Copula and multiple GARCH)
Copula-CoVaR R 操作说明 zhang
- GARCH-Copula-VaR R代码操作说明(GARCH-Copula-VaR R code)