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Dynamic_Copula_Toolbox_3.0

于 2021-03-25 发布文件大小:236KB

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下载积分: 1 下载次数: 26

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代码说明：

时变copula的matlab程序，正态copula，t-copula，clayton copula，sjc copula(dynamic copula toolbox)

文件列表：

Dynamic Copula Toolbox 3.0\ARMAeq.m, 324 , 2010-10-01
Dynamic Copula Toolbox 3.0\CalcStErrors.m, 3745 , 2010-10-08
Dynamic Copula Toolbox 3.0\CopulaGARCHLogL.m, 902 , 2010-11-08
Dynamic Copula Toolbox 3.0\CopulaLogL.m, 5980 , 2010-11-08
Dynamic Copula Toolbox 3.0\CopulaToolboxTutorial.m, 7608 , 2010-11-04
Dynamic Copula Toolbox 3.0\CopulaVineLogL.m, 6320 , 2010-10-10
Dynamic Copula Toolbox 3.0\CreateFminconConstraints.m, 6138 , 2010-11-01
Dynamic Copula Toolbox 3.0\crIPmat.m, 1019 , 2010-09-26
Dynamic Copula Toolbox 3.0\DCCeq.m, 1134 , 2010-10-02
Dynamic Copula Toolbox 3.0\DisplayResults.m, 867 , 2010-10-08
Dynamic Copula Toolbox 3.0\Dynamic copula toolbox.pdf, 226645 , 2010-11-08
Dynamic Copula Toolbox 3.0\empiricalCDF.m, 994 , 2008-04-12
Dynamic Copula Toolbox 3.0\fitModel.m, 12911 , 2010-11-08
Dynamic Copula Toolbox 3.0\FromCons2Unc.m, 1921 , 2010-10-08
Dynamic Copula Toolbox 3.0\FromUnc2Cons.m, 1345 , 2010-10-08
Dynamic Copula Toolbox 3.0\GARCHLogL.m, 2680 , 2010-10-28
Dynamic Copula Toolbox 3.0\hessian_2sided.m, 2033 , 2009-10-28
Dynamic Copula Toolbox 3.0\hfunction.m, 2004 , 2010-10-04
Dynamic Copula Toolbox 3.0\HowToUseTheToolbox.m, 2892 , 2010-11-11
Dynamic Copula Toolbox 3.0\icrIPmat.m, 1078 , 2009-09-03
Dynamic Copula Toolbox 3.0\InputStartingValues.m, 812 , 2010-10-05
Dynamic Copula Toolbox 3.0\ivecl.m, 1650 , 2009-02-04
Dynamic Copula Toolbox 3.0\modelspec.m, 7079 , 2010-11-08
Dynamic Copula Toolbox 3.0\MyFuncScores.m, 949 , 2010-09-12
Dynamic Copula Toolbox 3.0\Pattoneq.m, 1035 , 2010-09-28
Dynamic Copula Toolbox 3.0\read me first.txt, 2570 , 2010-11-08
Dynamic Copula Toolbox 3.0\RescaleParameters.m, 19299 , 2010-10-31
Dynamic Copula Toolbox 3.0\SeqFitCopVine.m, 6434 , 2010-10-08
Dynamic Copula Toolbox 3.0\skewtdis_cdf.m, 1558 , 2010-09-08
Dynamic Copula Toolbox 3.0\skewtLL.m, 609 , 2010-09-10
Dynamic Copula Toolbox 3.0\VarEq.m, 1465 , 2010-09-24
Dynamic Copula Toolbox 3.0\vecl.m, 620 , 2009-03-10
license.txt, 1320 , 2014-11-27

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