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Dynamic_Copula_Toolbox._1
- 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
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
- Copula——GARCH算法 用于最优投资组合优化问题(For optimal portfolio optimization problems)
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)
copula-garch
- copula例子 与GARCH相结合，分析几个指标的相关性。(The copula example is combined with GARCH to analyze the correlation of several indicators.)
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.)
R语言copula
- R语言对数据进行Garch-t-Copula建模和Garch-Clayton-Copula建模(Garch-t-Copula modeling and Garch-Clayton-Copula modeling for data in R language)
R
- R语言对数据进行Garch-M-Copula建模并利用EM算法估计相应的参数(Garch-m-copula is used to model the data in R language and EM algorithm is used to estimate the corresponding parameters)
Arma-Garch-Copula
- garch copula 带论文和code例句(garch copula with paper and code)
Copula-CoVaR R 操作说明 zhang
- GARCH-Copula-VaR R代码操作说明(GARCH-Copula-VaR R code)