Dynamic Copula Toolbox version 1

Versione 1.0.0.0 (79,6 KB) da Manthos Vogiatzoglou
Estimation and simulation of Copula - GARCH and Copula Vines
4.0
(1)
2K download
Aggiornato 9 giu 2009

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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 supported.

Cita come

Manthos Vogiatzoglou (2025). Dynamic Copula Toolbox version 1 (https://www.mathworks.com/matlabcentral/fileexchange/24385-dynamic-copula-toolbox-version-1), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2008b
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
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Ispirato da: RANDRAW

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Dynamic Copula Toolbox. 1/estimators/

Dynamic Copula Toolbox. 1/filtration/

Dynamic Copula Toolbox. 1/likelihoods/

Dynamic Copula Toolbox. 1/simulation/dynamic copula/

Dynamic Copula Toolbox. 1/simulation/vines/

Dynamic Copula Toolbox. 1/utilities/general/

Dynamic Copula Toolbox. 1/utilities/vines/

Versione Pubblicato Note della release
1.0.0.0