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.

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.

贡献一个Dynamic Copula Toolbox 3.0资源-Contribution to a Dynamic Copula Toolbox 3.0 Resource

时变copula的matlab程序，正态copula，t-copula，clayton copula，sjc copula(dynamic copula toolbox)