搜索资源列表
Copula
- 已调试好的Copula应用实例及其matlab程序源代码大全，案例为沪深股市日收益率的二元Copula模型及检验-failed to translate
CDO_pricing
- 次程式碼主要是藉由Copula模型為CDO商品訂價.-This program use for CDO pricing.
copula_3D_plot
- 此程式可以用於繪製Copula模型機率分配的3D圖。-This program is used for plot copula density function.
MonteCarlo_Copulas
- 將蒙地卡羅模擬法應用於Copula模型。-Applied Monte Carlo Simulation to Copula Model.
Mixed-Copula-Estimate
- 一个基于matlab软件的混合Copula模型的估计方法，利用到了惩罚的思想。-A matlab software mixed Copula Model-based estimation method, to the idea of punishment.
guzhi
- 正态copula以及t-copula模型的程序，图像处理-Normal copula and t-copula model program, image processing
Patton_copula_toolbox
- copula时间序列模型在金融领域的应用-copula time series model applied in the financial sector
example06_01
- 二元copula模型，用于两地股市波形相关性的测度-Binary copulas connect model, used for measure waveform correlation in both markets
Copula111gGarch111VaR
- garch-copula-VaR模型用于计算投资组合风险-garch-copula-VaR model is used to calculate portfolio risk
新建文本文档
- copula函数 模型建立 相关性分析 模型拟合检验(Establishment of correlation analysis by copula function model)
Dynamic_Copula_Toolbox_3[1].0
- 包含各种不同分布的garch模型及copula模型(IT CONTAINS MANY KINDS OF GARCH AND COPULA MODELS.)