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copula111cGarch111VaR
- Copula函数用GARCH模型测量在值风险VAR-copula in Garch testing Var
Copula111gGarch111VaR
- garch-copula-VaR模型用于计算投资组合风险-garch-copula-VaR model is used to calculate portfolio risk
copula-garch模型及代码(gauss编的)
- 进行误差预测我觉得很好的,欢迎大家下载 ,对大家都很有用(I think it's good to make the error prediction, and it's very useful for everybody to download)
copula和多元GARCH的资料
- copula和多元GARCH的资料,包含多个变形的GARCH模型的变形程序(Data of Copula and multiple GARCH)
term_eco_Rcodes
- GARCH-COPULA-EVT 模型的应用编程(Application programming of GARCH-COPULA-EVT model)
Dynamic_Copula_Toolbox_3[1].0
- 包含各种不同分布的garch模型及copula模型(IT CONTAINS MANY KINDS OF GARCH AND COPULA MODELS.)