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Manthos Vogiatzoglou


Last seen: circa 4 anni fa |  Attivo dal 2008

Followers: 0   Following: 0

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Professional Interests: computational finance - statistics

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Regime Switching Copula (RSC) toolbox
Functions to simulate and estimate regime switching copula models (bivariate data, only two regimes)

quasi 6 anni fa | 3 download |

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Dynamic Copula Toolbox 3.0
Functions to estimate copula GARCH and copula Vine models.

oltre 9 anni fa | 26 download |

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Dynamic Copula Toolbox 2.0
functions to estimates various copula models via MLE

quasi 15 anni fa | 1 download |

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Dynamic Copula Toolbox version 1
Estimation and simulation of Copula - GARCH and Copula Vines

circa 15 anni fa | 2 download |

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CVaR optimization
The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR

quasi 16 anni fa | 2 download |

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