搜索资源列表
CDS_Copula
- code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS
t-copula
- t-copula 小程序，很是实用哦-t-copula small programs, it is practical Oh. . . . .
t-copulas
- ClaytonRND Random matrix from a Clayton n-copula.Build and share code simulating Clayton n-copula n>2 indeed it possible to extend letting alpha be a vector of size n, each entry >0 but could be different. U = C
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
tCopulaFit
- t-coupala 拟合 在matlab中使用的m文件-t-copula fit
t-copula
- t-coupla求相关系数，包括正态分布，t分布，和其他copula函数的基本代码-t-copula，mainly used in t copula corrention
StructuredTCopulaMLE
- 结构化t copula函数的极大似然估计
mvcoprnd
- 使用Matlab软件计算Normal Copula,Student t Copula,Clayton Copula,Gumbel Copula的程序-Calculated Normal Copula, Student t Copula, Clayton Copula, Gumbel Copula using Matlab software
guzhi
- 正态copula以及t-copula模型的程序，图像处理-Normal copula and t-copula model program, image processing
t-copula
- 对copula－t模型参数的估计,基于matlab程序-the estimation of copula-t,based on matlab
tcopula
- T-copula的蒙特卡罗模拟过程可以测算数据间的相依关系-T- copulas connect process of monte carlo simulation to measure the dependency relationship between the data
GAS_factor_copula_toolbox_17feb16
- 时间序列copula工具箱，包含密度函数，分布函数，对数似然函数等等，主要正对二元copula-This zip file contains a collection of Matlab functions for research on copulas for financial time series. Some simple example code is given in copula_example_code.m . A ta
copulas
- 本文件用于正态、t、阿基米德等常用二元Copula函数的随机运算(This document is used for normal, t, Archimedes and other commonly used two yuan Copula function random operations)
Dynamic_Copula_Toolbox_3.0
- 时变copula的matlab程序，正态copula，t-copula，clayton copula，sjc copula(dynamic copula toolbox)
Copula Simulation
- Matlab code for simulating Clayton copula, Frank copula, Gumbel copula, Gaussian copula and Student t-copula
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)