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copula111cGarch111VaR
- Copula函数用GARCH模型测量在值风险VAR-copula in Garch testing Var
copula-garch模型及代码(gauss编的)
- 进行误差预测我觉得很好的，欢迎大家下载 ，对大家都很有用(I think it's good to make the error prediction, and it's very useful for everybody to download)
Patton_copula_toolbox
- copula模型需要，静态copula工具包(used for model copula)
Copula_Handbook_toolbox_14may13
- 涉及12种copula的估计，以及模型的比较(Estimates of 12 kinds of copula, and comparison of the models)
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