Dynamic Copula Toolbox 3.0

버전 1.3 (236 KB) 작성자: Manthos Vogiatzoglou
Functions to estimate copula GARCH and copula Vine models.
4.8
(17)
다운로드 수: 8.5K
업데이트 날짜: 2014/11/27

라이선스 보기

Updates from version 2.0:
1. The marginal GARCH models are estimated from the toolbox functions (without the use of the econometrics/GARCH toolbox of MATLAB).
2. Hansen's Skew t distribution for the margins is supported.
3. Asymptotic standard errors are computed (Godambe info. matrix)

인용 양식

Manthos Vogiatzoglou (2025). Dynamic Copula Toolbox 3.0 (https://kr.mathworks.com/matlabcentral/fileexchange/29303-dynamic-copula-toolbox-3-0), MATLAB Central File Exchange. 검색 날짜: .

MATLAB 릴리스 호환 정보
개발 환경: R2008b
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도움

도움 준 파일: fitparp function

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Dynamic Copula Toolbox 3.0/

버전 게시됨 릴리스 정보
1.3

updates so it can be used as a toolbox
1.2.0.0

Remove any older versions, install the new version and open HotToUseTheToolbox.m, then follow the instructions therein
1.1.0.0

Just open the script HowToUseTheToolbox.m and follow the instructions therein.
1.0.0.0