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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.
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.
program
- 动态K-S检验边缘分布的copula 分布估计算法- Marginal distribution in copula estimation of distribution algorithm based dynamic K-S test
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
Dynamic_Copula_Toolbox_3.0 (1)
- Patton code to estimate dynamic copulas
Dynamic_Copula_Toolbox_3.0
- 时变copula的matlab程序,正态copula,t-copula,clayton copula,sjc copula(dynamic copula toolbox)
Copula_Handbook_toolbox_14may13
- 涉及12种copula的估计,以及模型的比较(Estimates of 12 kinds of copula, and comparison of the models)