Dynamic Copula Toolbox version 1

버전 1.0.0.0 (79.6 KB) 작성자: Manthos Vogiatzoglou
Estimation and simulation of Copula - GARCH and Copula Vines
4.0
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다운로드 수: 2K
업데이트 날짜: 2009/6/9

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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.

인용 양식

Manthos Vogiatzoglou (2025). Dynamic Copula Toolbox version 1 (https://kr.mathworks.com/matlabcentral/fileexchange/24385-dynamic-copula-toolbox-version-1), MATLAB Central File Exchange. 검색 날짜: .

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Dynamic Copula Toolbox. 1/estimators/

Dynamic Copula Toolbox. 1/filtration/

Dynamic Copula Toolbox. 1/likelihoods/

Dynamic Copula Toolbox. 1/simulation/dynamic copula/

Dynamic Copula Toolbox. 1/simulation/vines/

Dynamic Copula Toolbox. 1/utilities/general/

Dynamic Copula Toolbox. 1/utilities/vines/

버전 게시됨 릴리스 정보
1.0.0.0