Dynamic Copula Toolbox version 1

Version 1.0.0.0 (79,6 KB) von Manthos Vogiatzoglou
Estimation and simulation of Copula - GARCH and Copula Vines
4.0
(1)
2K Downloads
Aktualisiert 9. Jun 2009

Lizenz anzeigen

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.

Zitieren als

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

Kompatibilität der MATLAB-Version
Erstellt mit R2008b
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Quellenangaben

Inspiriert von: 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/

Version Veröffentlicht Versionshinweise
1.0.0.0