Dynamic Copula Toolbox version 1

版本 1.0.0.0 (79.6 KB) 作者: Manthos Vogiatzoglou
Estimation and simulation of Copula - GARCH and Copula Vines
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1.9K 次下载
更新时间 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.

引用格式

Manthos Vogiatzoglou (2024). Dynamic Copula Toolbox version 1 (https://www.mathworks.com/matlabcentral/fileexchange/24385-dynamic-copula-toolbox-version-1), MATLAB Central File Exchange. 检索来源 .

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创建方式 R2008b
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参考作品: RANDRAW

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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/

版本 已发布 发行说明
1.0.0.0