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sbgcop_0.95.tar
- sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It al
sbgcop_0.95
- sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It al
copulas
- copular 多元时间变量统计学工具 计算相关性 -copular multiple time variables were calculated related tools
bb7_rnd
- This program generates observations from a BB7 copula
BB7UgivenV_inverse2
- Computes the ivnerse value of the conditional BB7 (U given V) copula cdf at a specified point-Computes the ivnerse value of the conditional BB7 (U given V) copula cdf at a specified point
hgfrz
- This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric imputation procedure for missing
Patton_copula_toolbox
- PATTON各种时变COPULA的M文件-PATTON variety of time-varying COPULA M-file
gausscml
- GAUSSIAN COPULA ESTIMATION
management
- Copula理论的多心理帐户组合VaR模型与基金风险管理-Copula theory of multiple mental account and fund portfolio VaR model risk management
strategies
- 基于Copula函数的程序化交易策略Copula functions based on program trading strategies-Copula functions based on program trading strategies
tCopulaFit
- t-coupala 拟合 在matlab中使用的m文件-t-copula fit
234234
- 基于非参数核密度估计的Copula函数选择原理.-Based on nonparametric kernel density estimation in the Copula function selection principle
Meucci_MCA
- Copula-Marginal 算法，他可以生成风险和资产投资组合连接函数。 -Copula-Marginal algorithm
Dynamic_Copula_Toolbox_3.0
- 用来估计dynanmic copula的参数和copula vine中的相关参数，并进行拟合。-Used to estimate the parameters in dynanmic copula parameters and a copula vine, and fitting.
Patton_copula_toolbox
- andrew patton 在写论文时所用到的一些copula函数以及相关程序-andrew patton some of the copula function used to write papers and related procedures
mcopla
- 用来估计M-copula中各个部分前面系数值的程序-Procedures used to estimate the various parts of the coefficient in front of a copula in the M-copula
copulas
- 一些基本的做copula的matlab程序，可以画累计分布函数图。-Some of the basic copula matlab program, you can draw the cumulative distribution function diagram.
CDO_pricing
- 次程式碼主要是藉由Copula模型為CDO商品訂價.-This program use for CDO pricing.
copula_3D_plot
- 此程式可以用於繪製Copula模型機率分配的3D圖。-This program is used for plot copula density function.
MonteCarlo_Copulas
- 將蒙地卡羅模擬法應用於Copula模型。-Applied Monte Carlo Simulation to Copula Model.