Dynamic Copula Toolbox version 1
Estimation and simulation of Copula - GARCH and Copula Vines
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 (2026). Dynamic Copula Toolbox version 1 (https://ww2.mathworks.cn/matlabcentral/fileexchange/24385-dynamic-copula-toolbox-version-1), MATLAB Central File Exchange. 检索时间: .
致谢
参考作品: RANDRAW
| 版本 | 已发布 | 发行说明 | Action |
|---|---|---|---|
| 1.0.0.0 |
