文件名称:Dynamic-Copula-Toolbox-2.0
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包括二元Copula、时变Copula和藤Copula的估计原程序。-The dynamic copula toolbox we present here is a list of MATLAB functions specifically designed to estimated the three aforementioned classes of coplulas ad it is particularly oriented towards cases met in finance.
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下载文件列表
Dynamic Copula Toolbox 2.0\CopulaLL.m
..........................\CopulaToolboxTutorial.m
..........................\CopulaVineLL.m
..........................\crIPmat.m
..........................\datafiles.mat
..........................\DCCeq.m
..........................\Dynamic copula toolbox.pdf
..........................\empiricalCDF.m
..........................\EstInvals4CopulaVine.m
..........................\filtReturnsGARCH.m
..........................\fitCopula.m
..........................\fitCopulaVine.m
..........................\hfunc.m
..........................\hfuncJC.m
..........................\hfuncSJC.m
..........................\icrIPmat.m
..........................\inputstartinvals.m
..........................\ivecl.m
..........................\nines.m
..........................\Pattoneq.m
..........................\pcfromcons.m
..........................\rho2theta.m
..........................\setCopulaLLinputs.m
..........................\setCopulaVineLLinputs.m
..........................\tutorials\CopulaToolboxTutorial.m
..........................\TVCeq.m
..........................\user functions\EstInvals4CopulaVine.m
..........................\..............\filtReturnsGARCH.m
..........................\..............\fitCopula.m
..........................\..............\fitCopulaVine.m
..........................\..............\setCopulaLLinputs.m
..........................\..............\setCopulaVineLLinputs.m
..........................\.tilities functions\CopulaLL.m
..........................\...................\CopulaVineLL.m
..........................\...................\crIPmat.m
..........................\...................\DCCeq.m
..........................\...................\empiricalCDF.m
..........................\...................\hfunc.m
..........................\...................\hfuncJC.m
..........................\...................\hfuncSJC.m
..........................\...................\icrIPmat.m
..........................\...................\inputstartinvals.m
..........................\...................\ivecl.m
..........................\...................\nines.m
..........................\...................\Pattoneq.m
..........................\...................\pcfromcons.m
..........................\...................\rho2theta.m
..........................\...................\TVCeq.m
..........................\...................\vecl.m
..........................\vecl.m
..........................\tutorials
..........................\user functions
..........................\utilities functions
Dynamic Copula Toolbox 2.0
..........................\CopulaToolboxTutorial.m
..........................\CopulaVineLL.m
..........................\crIPmat.m
..........................\datafiles.mat
..........................\DCCeq.m
..........................\Dynamic copula toolbox.pdf
..........................\empiricalCDF.m
..........................\EstInvals4CopulaVine.m
..........................\filtReturnsGARCH.m
..........................\fitCopula.m
..........................\fitCopulaVine.m
..........................\hfunc.m
..........................\hfuncJC.m
..........................\hfuncSJC.m
..........................\icrIPmat.m
..........................\inputstartinvals.m
..........................\ivecl.m
..........................\nines.m
..........................\Pattoneq.m
..........................\pcfromcons.m
..........................\rho2theta.m
..........................\setCopulaLLinputs.m
..........................\setCopulaVineLLinputs.m
..........................\tutorials\CopulaToolboxTutorial.m
..........................\TVCeq.m
..........................\user functions\EstInvals4CopulaVine.m
..........................\..............\filtReturnsGARCH.m
..........................\..............\fitCopula.m
..........................\..............\fitCopulaVine.m
..........................\..............\setCopulaLLinputs.m
..........................\..............\setCopulaVineLLinputs.m
..........................\.tilities functions\CopulaLL.m
..........................\...................\CopulaVineLL.m
..........................\...................\crIPmat.m
..........................\...................\DCCeq.m
..........................\...................\empiricalCDF.m
..........................\...................\hfunc.m
..........................\...................\hfuncJC.m
..........................\...................\hfuncSJC.m
..........................\...................\icrIPmat.m
..........................\...................\inputstartinvals.m
..........................\...................\ivecl.m
..........................\...................\nines.m
..........................\...................\Pattoneq.m
..........................\...................\pcfromcons.m
..........................\...................\rho2theta.m
..........................\...................\TVCeq.m
..........................\...................\vecl.m
..........................\vecl.m
..........................\tutorials
..........................\user functions
..........................\utilities functions
Dynamic Copula Toolbox 2.0