Copula-Marginal Algorithm (CMA)

版本 1.1.0.0 (4.8 KB) 作者: Attilio Meucci
Copula-Marginal Algorithm, to generate and manipulate rich copulas for risk and portfolio management
5.0
(1)
3.9K 次下载
更新时间 2011/9/9

查看许可证

To walk through the code and for a thorough description, refer to A. Meucci, "A New Breed of Copulas for Risk and Portfolio Managemen", Risk (September 2011).
Latest version of article and code available at http://symmys.com/node/335

引用格式

Attilio Meucci (2024). Copula-Marginal Algorithm (CMA) (https://www.mathworks.com/matlabcentral/fileexchange/32701-copula-marginal-algorithm-cma), MATLAB Central File Exchange. 检索来源 .

MATLAB 版本兼容性
创建方式 R2011a
兼容任何版本
平台兼容性
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Meucci_MCA/

版本 已发布 发行说明
1.1.0.0

modified title and short description
1.0.0.0