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copulas
- Copula matlab程序 可以作为多变量分析，用在经济，金融，水利等相关专业-Copula matlab program can be used as multivariate analysis, used in the economic, financial, irrigation and other related professional
copula
- 利用matlab计算copula函数的代码及程序，希望可以给大家带来帮助-Copula function calculated using matlab code and procedure, hoping to give us help
Dynamic_Copula_Toolbox._1
- 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.
t-copula
- t-copula 小程序，很是实用哦-t-copula small programs, it is practical Oh. . . . .
CDS_Copula
- code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS
DroughtFunctions
- Drought Functions with copula analysis
copula
- METAPOP A metapopulation simulation model METAPOP(TAU) runs the metapopulation simulation described in the November 2003 MATLAB News&Notes article, "Monte-Carlo simulation in MATLAB using copulas.-includes functions for copula models that are more
copula
- Modelling Financial Time Series with S-Plus
matlab--copula
- matlab中的copula函数估计的m文件-copula in matlab
copula
- 统计分析学在matlab中的应用，Copula理论及应用实例-Statistical analysis to learn in matlab, Copula theory and application examples
copula-var
- 基于copula函数求资产组合的风险VaR-Matlab copula VaR
copula和tcopula的M文件
- copula和tcopula是集成多个数组的函数，通过求联合分布来度量数组之间的相依性，在金融风险度量中有重要应用。
第6章 Copula理论及应用实例
- 利用matlab学习copula理论与应用实例(Using MATLAB to learn copula theory and application examples)
Matlab-for-Copula
- 本文件用于Copula函数的参数估计与拟合，基于Matlab程序(This document is used for Copula function parameter estimation and fitting, based on the Matlab program)
Copula Simulation
- Matlab code for simulating Clayton copula, Frank copula, Gumbel copula, Gaussian copula and Student t-copula
第6章 Copula理论及应用实例
- Copula一词原意为连接，它把多个随机变量的边缘分布连接在一起形成联合分布。变量间的相关结构完全由Copula决定，而各变量的统计特征由其边缘分布确定。与我们描述变量问相关关系常用的相关性相比，Copula描述的多元随机变量间的相关结构可以提供更准确的信息，目前Copula已经成为流行的多变量建模工具。(Copula is originally meant to connect the edge distributions of multiple random variables togeth
第7章 Copula理论及应用实例
- 二维copula函数参数估计画图，边缘函数参数估计等等(Two-dimensional copula function parameter estimation drawing, edge function parameter estimation and so on)
COPULA
- COPULA函数的matlab程序应用实例举例(For example, the COPULA function example of Matlab Application)
copula
- 沪深股市日收益率的二元copula模型，copula函数的选取 参数估计 深证和上证的尾部相关性(The binary copula model of daily return in Shanghai and Shenzhen stock market, and the selection of Copula function to estimate the tail correlation between Shenzhen stock market and Shanghai Stock Mar
MATLAB copula函数
- MATLAB copula函数安装包，还挺不容易找到的希望能帮助到大家