GAS_factor_copula_toolbox_17feb16

代码说明：

  时间序列copula工具箱，包含密度函数，分布函数，对数似然函数等等，主要正对二元copula(This zip file contains a collection of Matlab functions for research on copulas for financial time series. Some simple example code is given in copula_example_code.m . A table of contents is given in contents.xls . Briefly, the toolbox contains CDFs, PDFs, log-likelihoods and random number generators for many common bivariate copulas, including the Clayton, Gumbel, Normal, Student s t, Frank, Plackett and symmetrised Joe-Clayton (SJC) copulas. Basic code for time-varying Normal, Gumbel and SJC copulas is included. )

文件列表：

AAA_main_GASFacCop_Skewtt_Ngroup.m,2232,2016-02-17
AAA_main_GASFacCop_Skewtt_VT.m,1934,2016-02-16
AAA_main_JPD_EPD_forVT.m,8777,2016-02-16
factor_cop_FXpdf_GL_Skewtt.m,3370,2015-05-12
factor_cop_Gcdfinv_spline.m,2136,2015-05-12
factor_cop_Gcdf_calc1_Skewtt.m,1061,2016-02-17
factor_cop_Gcdf_calc1_Skewtt_loading.m,1131,2015-05-12
factor_cop_Gcdf_GL_Skewtt.m,857,2015-05-12
factor_cop_Gpdfvec_Skewtt.m,1556,2015-05-12
factor_cop_Gpdf_calc1_Skewtt_loading.m,1134,2015-05-12
factor_cop_Gpdf_GL_Skewtt.m,875,2015-05-12
fminsearchbnd.m,7937,2015-05-11
Gcdfpdf_Skewtt.m,1507,2015-05-12
Gcdfpdf_Skewtt_TOOL_temp.m,814,2015-05-12
GLNodeWt.m,970,2015-05-11
GLquad.m,1119,2015-05-11
LL_eacht_GASFacCop_Skewtt_Ngroup.m,3783,2015-05-12
LL_GASFacCop_Skewtt_NGroup.m,3844,2015-05-12
LL_GASFacCop_Skewtt_VT.m,3558,2016-02-16
nines.m,1403,2003-04-16
results_from_GASFactorToolbox.mat,201816,2015-05-11
results_VT_from_GASFactorToolbox2.mat,510337,2016-02-16
rhobar2betabar.m,2419,2016-02-17
sample_CDS_data.mat,74060,2016-02-08
sample_data.mat,75887,2015-05-11
sample_marignal_data.mat,303193,2016-01-21
skewtdis_cdf.m,1526,2015-05-12
skewtdis_inv.m,1770,2015-05-12
skewtdis_pdf.m,1501,2015-05-12