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H-ow-to-select--the-copula-using-VineCopula-packa
- How to the copula using VineCopula package. example data set attached .-How to the copula using VineCopula package. example data set attached .
COPULA
- 基于Copula计算混合联合分布函数包括初值设定 OLS和EM方法的程序-Copula joint distribution function is calculated based on a mixed OLS Initial setting method and a program EM
CoVaR-Copula
- 关于CoVaR和Copula的R代码，大部分Copula都可以通过此代码计算对应的CoVaR-You can use this package to estimate the CoVaR based on various copulas
copula_functions
- 利用极大似然估计估计出copula函数参数后，求解常见的copula函数的对数似然值。(After estimating the parameters of the copula function by using the MLE, the log likelihood values of the common Copula Functions are solved.)
copulaanli
- copula的部分程序应用，详细介绍了matlab中的有关copula的函数(Copula part of the program)
Patton_copula_toolbox
- matlab软件copula工具包，Patton_copula_toolbox(Matlab software copula toolkit, Patton_copula_toolbox)
Dynamic_Copula_Toolbox_3
- Matlab software copula toolkit, Dynamic_copula_toolbox
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)
Copula——GARCH
- Copula——GARCH算法 用于最优投资组合优化问题(For optimal portfolio optimization problems)
Dynamic_Copula_Toolbox_3.0
- matlab toolbox，目的是利用copula计算序列上下尾相关性(Computation of upper and lower tail correlations using copula)
copula and scatter
- 通过Copula函数来实现对离散数据拟合(Through the Copula function to achieve the discrete data fitting)
_copula
- Copula函数的预测，预测相关系数和尾部相关系数值(Predictive correlation coefficient and tail correlation coefficient value)
1
- 用于二元或多元copula 的计算，可以使用(this code is used for calculating copula of bivariate or multivariate cases.)
copula_functions
- 为硕士论文编写的程序，可应用于金融、保险等相关方面copula的生成与估计(The program written for master's thesis can be applied to the generation and estimation of Copula in finance, insurance and other related aspects)
粒子滤波器&Copula
- 包含粒子滤波器，卡尔曼滤波，Copula函数的应用，适合适合新手学习，共享(Including particle filter, Calman filter, Copula function application, suitable for novice learning, sharing)
MalteKurz-VineCopulaMatlab-69f1230 (1)
- matlab code for vine copula estimation.
term_eco_Rcodes
- GARCH-COPULA-EVT 模型的应用编程(Application programming of GARCH-COPULA-EVT model)
Dynamic_Copula_Toolbox_3.0
- 时变copula的matlab程序，正态copula，t-copula，clayton copula，sjc copula(dynamic copula toolbox)
Time-varying-HAC-master
- hierarchical Archimedean copulas (HAC) for the US, the German and the Japanese stock market.(financial contagion is modelled by means of hierarchical Archimedean copulas (HAC) for the US, the German and the Japanese stoc
Dynamic_Copula_Toolbox_3.0
- 该工具包是最新版本的pair copula工具包。可实现高维数据的copula建模，并有时变copula函数可选择。(The toolkit is the latest version of the pair copula toolkit. The copula modeling of high dimensional data can be realized, and sometimes the copula function can