photo

Manthos Vogiatzoglou


Last seen: etwa 4 Jahre vor |  Aktiv seit 2008

Followers: 0   Following: 0

Nachricht

Professional Interests: computational finance - statistics

Statistik

All
  • Thankful Level 2
  • Personal Best Downloads Level 2
  • First Review
  • 5-Star Galaxy Level 4
  • First Submission
  • Thankful Level 1

Abzeichen anzeigen

Feeds

Anzeigen nach

Gesendet


Regime Switching Copula (RSC) toolbox
Functions to simulate and estimate regime switching copula models (bivariate data, only two regimes)

fast 6 Jahre vor | 3 Downloads |

Thumbnail

Gesendet


Dynamic Copula Toolbox 3.0
Functions to estimate copula GARCH and copula Vine models.

mehr als 9 Jahre vor | 26 Downloads |

Gesendet


Dynamic Copula Toolbox 2.0
functions to estimates various copula models via MLE

fast 15 Jahre vor | 1 Download |

Gesendet


Dynamic Copula Toolbox version 1
Estimation and simulation of Copula - GARCH and Copula Vines

etwa 15 Jahre vor | 2 Downloads |

Gesendet


CVaR optimization
The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR

fast 16 Jahre vor | 2 Downloads |

Thumbnail