文件名称:Copula_Handbook_toolbox_14may13
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涉及12种copula的估计，以及模型的比较(Estimates of 12 kinds of copula, and comparison of the models)
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| ranks.m | 528 | 2012-05-10 |
| rho2theta.m | 517 | 2012-05-10 |
| Rotgumbel_GAS_CL.m | 2711 | 2012-05-10 |
| Rotgumbel_GAS_CLa.m | 2400 | 2012-05-10 |
| Rotgumbel_GAS_one_step.m | 2172 | 2012-05-10 |
| Rotgumbel_GAS_rnd.m | 2470 | 2013-05-14 |
| rotgumbelCL.m | 596 | 2012-05-10 |
| rotgumbelCLa.m | 1122 | 2012-05-10 |
| skewtdis_ARMA_GJRGARCH_LL.m | 1665 | 2012-05-10 |
| skewtdis_cdf.m | 1560 | 2012-05-10 |
| skewtdis_inv.m | 1739 | 2012-05-10 |
| skewtdis_LL.m | 1658 | 2012-05-10 |
| skewtdis_LLa.m | 1834 | 2012-05-10 |
| skewtdis_pdf.m | 1531 | 2012-05-10 |
| skewtdis_rnd.m | 1679 | 2013-05-14 |
| stat_bootstrap_function_21.m | 1846 | 2013-05-14 |
| sym_jc_cdf.m | 1657 | 2012-05-10 |
| sym_jc_CL.m | 1085 | 2012-05-10 |
| sym_jc_example_code.m | 1090 | 2012-05-10 |
| sym_jc_pdf.m | 2639 | 2012-05-10 |
| sym_jc_rnd.m | 2001 | 2012-05-10 |
| sym_jc_tvp_CL.m | 1998 | 2012-05-10 |
| tail_copula_Gumbel.m | 2342 | 2012-05-10 |
| tail_copula_t.m | 2734 | 2012-05-26 |
| tail_Gumbel_copulaCL.m | 1526 | 2012-05-10 |
| tail_tcopulaCL.m | 3000 | 2012-04-13 |
| tau2kappa.m | 469 | 2012-05-10 |
| tCopula.m | 1764 | 2012-05-10 |
| tCopula_cdf.m | 1898 | 2012-05-10 |
| tCopula_cdf_new.m | 1904 | 2012-05-10 |
| tCopula_cdf_new_corrected.m | 1910 | 2012-05-10 |
| tcopula_GAS_CL.m | 4769 | 2012-05-10 |
| tcopula_GAS_CLa.m | 4088 | 2012-05-10 |
| tcopula_GAS_one_step.m | 2926 | 2012-05-10 |
| tcopula_GAS_rnd.m | 2800 | 2012-05-10 |
| tcopula_pdf.m | 1569 | 2012-05-10 |
| tcopulaCL.m | 1390 | 2012-05-10 |
| tcopulaCL2.m | 1551 | 2012-05-10 |
| tcopulaCL2a.m | 1554 | 2012-05-10 |
| tcopulaCLa.m | 1299 | 2012-05-10 |
| tdis_cdf.m | 1202 | 2012-05-10 |
| theta2rho.m | 732 | 2012-05-10 |
| weighted_chi2_1df_cdf.m | 905 | 2012-05-10 |
| YYYYMMDD2cols3.m | 379 | 2012-05-10 |
| data_sp100_sp600_19950817_20110520.xlsx | 179967 | 2011-11-22 |
| ang_chen1.m | 1593 | 2012-05-10 |
| AR_test_rank_correl.m | 1680 | 2012-05-10 |
| ARMA_LL.m | 695 | 2012-05-10 |
| ARMA_LLa.m | 683 | 2012-05-10 |
| ARMA_mean.m | 996 | 2012-05-10 |
| ARMAX_2.m | 2288 | 2012-05-10 |
| ARMAX_opt.m | 2221 | 2012-05-10 |
| bb7_rnd.m | 1570 | 2012-05-10 |
| BB7UgivenV_inverse2.m | 1341 | 2012-05-10 |
| BB7UgivenV_t.m | 1243 | 2012-05-10 |
| bisect2.m | 2775 | 2012-05-10 |
| bivarnormcdf.m | 1972 | 2012-05-10 |
| bivarnormcdf_arg.m | 462 | 2012-05-10 |
| bivarnormcdf2.m | 1600 | 2012-05-10 |
| bivartcdfmc.m | 2172 | 2012-05-10 |
| bivartLL.m | 551 | 2012-05-10 |
| bivartpdf.m | 1065 | 2012-05-10 |
| bivnorm_tvp1_CL.m | 1757 | 2012-05-10 |
| bivnormpdf.m | 1118 | 2012-05-10 |
| break_test_tv_copula_2.m | 3455 | 2012-05-10 |
| chen_fan_PLR_test.m | 4112 | 2012-05-10 |
| clayton_cdf.m | 1690 | 2012-05-10 |
| clayton_pdf.m | 1483 | 2012-05-10 |
| clayton_rnd.m | 1573 | 2012-05-10 |
| claytonCL.m | 1082 | 2012-05-10 |
| claytonCLa.m | 724 | 2012-05-10 |
| ClaytonUgivenV_t.m | 653 | 2012-05-10 |
| contour_plots_code.m | 4024 | 2012-05-10 |
| copula_deriv2_chen_fan.m | 3740 | 2012-05-10 |
| copula_example_code.m | 6937 | 2012-05-10 |
| copula_GOF_stats.m | 1238 | 2012-05-10 |
| copula_GOF_stats_corrected.m | 1308 | 2012-05-10 |
| corrcoef12.m | 832 | 2012-05-10 |
| cov12.m | 559 | 2012-05-10 |
| dist_test_PEE.m | 3195 | 2012-05-10 |
| empirical_copula.m | 966 | 2012-05-10 |
| empiricalCDF.m | 994 | 2012-05-10 |
| fattailed_garch2.m | 8182 | 2012-05-10 |
| fattailed_garchlikelihood2.m | 3093 | 2012-05-10 |
| fattailed_garchsimulate2.m | 3254 | 2012-05-10 |
| frankCL.m | 426 | 2012-05-10 |
| GJR_GARCH_vol.m | 1284 | 2012-05-10 |
| Gumbel.m | 1308 | 2012-05-10 |
| gumbel_cdf.m | 1308 | 2012-05-10 |
| gumbel_pdf.m | 1285 | 2012-05-10 |
| Gumbel_rnd.m | 1425 | 2012-05-10 |
| Gumbel_tvp1_CL.m | 1783 | 2012-05-10 |
| gumbelCL.m | 1095 | 2013-05-14 |
| gumbelCLa.m | 1080 | 2012-05-10 |
| GumbelUgivenV_inverse2.m | 810 | 2012-05-10 |
| GumbelUgivenV_t.m | 645 | 2012-05-10 |
| hessian.m | 1542 | 2012-05-10 |
| hessian_2stage.m | 1470 | 2012-05-10 |
| IndepCop_cdf.m | 455 | 2012-05-10 |
| jbfill.m | 1981 | 2012-05-10 |