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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.
091228011930d631747c0474ff
- copula工具箱，可以进行copula计算，比自带的更加好用-copula toolbox
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.
Patton_copula_toolbox_4jun06
- 大名鼎鼎的Patton的copula工具箱，不知道各位有没有-The famous Patton of the copula toolbox, do not know if you have any
Dynamic_Copula_Toolbox_3.0
- 贡献一个Dynamic Copula Toolbox 3.0资源-Contribution to a Dynamic Copula Toolbox 3.0 Resource
copulas
- cupola toolbox matlab 大家都懂得就是copula的代码-cupola toolbox
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
Dynamic_Copula_Toolbox_3.0
- matlab toolbox，目的是利用copula计算序列上下尾相关性(Computation of upper and lower tail correlations using copula)
Dynamic_Copula_Toolbox_3.0
- 时变copula的matlab程序，正态copula，t-copula，clayton copula，sjc copula(dynamic copula toolbox)
Dynamic_Copula_Toolbox_3.0
- 该工具包是最新版本的pair copula工具包。可实现高维数据的copula建模，并有时变copula函数可选择。(The toolkit is the latest version of the pair copula toolkit. The copula modeling of high dimensional data can be realized, and sometimes the copula function can be selected.)
Patton_copula_toolbox 2
- Patton Coupla 工具包，包含常见的时变和非时变Copula代码(Patton Coupla Toolbox)
Patton_copula_toolbox
- matlab 的copula工具包（里面包含常见的copula的编程代码）(Patton copula toolbox for matlab)
MixedVineToolbox-master
- 混合藤Copula工具箱 A. Onken and S. Panzeri (2016). Mixed vine copulas as joint models of spike counts and local field potentials. In D. D. Lee, M. Sugiyama, U. V. Luxburg, I. Guyon and R. Garnett, editors, Advances in Neural Information Processing Syst