文件名称:Copula_Handbook_toolbox_14may13
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由Patton开发的由MATLAB实现的COPULA源代码-By Patton developed by MATLAB source code to achieve COPULA
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下载文件列表
Copula_Handbook_toolbox_14may13\AAA_empirical_work_CLEAN_14may13.m
...............................\ang_chen1.m
...............................\ARMAX_2.m
...............................\ARMAX_opt.m
...............................\ARMA_LL.m
...............................\ARMA_LLa.m
...............................\ARMA_mean.m
...............................\AR_test_rank_correl.m
...............................\BB7UgivenV_inverse2.m
...............................\BB7UgivenV_t.m
...............................\bb7_rnd.m
...............................\bisect2.m
...............................\bivarnormcdf.m
...............................\bivarnormcdf2.m
...............................\bivarnormcdf_arg.m
...............................\bivartcdfmc.m
...............................\bivartLL.m
...............................\bivartpdf.m
...............................\bivnormpdf.m
...............................\bivnorm_tvp1_CL.m
...............................\break_test_tv_copula_2.m
...............................\chen_fan_PLR_test.m
...............................\claytonCL.m
...............................\claytonCLa.m
...............................\ClaytonUgivenV_t.m
...............................\clayton_cdf.m
...............................\clayton_pdf.m
...............................\clayton_rnd.m
...............................\contour_plots_code.m
...............................\copula_deriv2_chen_fan.m
...............................\copula_example_code.m
...............................\copula_GOF_stats.m
...............................\copula_GOF_stats_corrected.m
...............................\corrcoef12.m
...............................\cov12.m
...............................\data_sp100_sp600_19950817_20110520.xlsx
...............................\dist_test_PEE.m
...............................\empiricalCDF.m
...............................\empirical_copula.m
...............................\fattailed_garch2.m
...............................\fattailed_garchlikelihood2.m
...............................\fattailed_garchsimulate2.m
...............................\frankCL.m
...............................\GJR_GARCH_vol.m
...............................\Gumbel.m
...............................\gumbelCL.m
...............................\gumbelCLa.m
...............................\GumbelUgivenV_inverse2.m
...............................\GumbelUgivenV_t.m
...............................\gumbel_cdf.m
...............................\gumbel_pdf.m
...............................\Gumbel_rnd.m
...............................\Gumbel_tvp1_CL.m
...............................\hessian.m
...............................\hessian_2stage.m
...............................\.tml\AAA_empirical_work_CLEAN_14may13.html
...............................\IndepCop_cdf.m
...............................\jbfill.m
...............................\kappa2tau.m
...............................\LLgrad_1.m
...............................\margin_margin_copula_CL1.m
...............................\multigarch_AJP.m
...............................\mvt_cond_cdf.m
...............................\newey_west.m
...............................\nines.m
...............................\nonparam_tail_dep.m
...............................\NormalCopula_cdf.m
...............................\NormalCopula_cdf_corrected.m
...............................\NormalCopula_CL.m
...............................\NormalCopula_CLa.m
...............................\NormalCopula_pdf.m
...............................\nwest.m
...............................\plackettCL.m
...............................\PlackettUgivenV_inverse2.m
...............................\PlackettUgivenV_t.m
...............................\plackett_cdf.m
...............................\plackett_pdf.m
...............................\plackett_rnd.m
...............................\quantiledep.m
...............................\randint.m
...............................\rankcorrel.m
...............................\ranks.m
...............................\rho2theta.m
...............................\rotgumbelCL.m
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