Dynamic Copula Toolbox 2.0
functions to estimates various copula models via MLE
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Functions to estimate Copula - GARCH, copula vines and Gaussian copula Graphical models.
Cita come
Manthos Vogiatzoglou (2026). Dynamic Copula Toolbox 2.0 (https://it.mathworks.com/matlabcentral/fileexchange/25411-dynamic-copula-toolbox-2-0), MATLAB Central File Exchange. Recuperato .
Informazioni generali
- Versione 1.3.0.0 (269 KB)
Compatibilità della release di MATLAB
- Compatibile con qualsiasi release
Compatibilità della piattaforma
- Windows
- macOS
- Linux
| Versione | Pubblicato | Note della release | Action |
|---|---|---|---|
| 1.3.0.0 | A bug was fixed, thanks to Dirk Scheele |
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| 1.2.0.0 | Two files, setcopulallinputs.m and setcopulavinellinputs.m were accidentally saved twise in the toolbox, in both folders. The ones in the user defined functions folder are an older version and they should be deleted. |
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| 1.1.0.0 | some files were saved twice, I deleted these double files. The toolbox should contain two files, "user functions" and "utilities functions", an m file "CopulaToolboxtutorial.m" and a pdf file named Dynamic Copula Toolbox |
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| 1.0.0.0 |
