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copulas
- copua是金融数学计算中的一类新模型。本代码提供了最常用的copula模型，如clayton等中的参数估计等内容-copua financial mathematical calculation of a new type of model. This code provides the most commonly used model of Copulas, such as Clayton of parameter estimation etc.
copulas
- copular 多元时间变量统计学工具 计算相关性 -copular multiple time variables were calculated related tools
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
copulas
- 一些基本的做copula的matlab程序，可以画累计分布函数图。-Some of the basic copula matlab program, you can draw the cumulative distribution function diagram.
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.
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
t-copulas
- ClaytonRND Random matrix from a Clayton n-copula.Build and share code simulating Clayton n-copula n>2 indeed it possible to extend letting alpha be a vector of size n, each entry >0 but could be different. U = ClAYTONRND(ALPHA, N, M) returns
ccruncher-1.5_src
- 金融算术，计算VAR值，蒙特卡洛算法，等-CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall
copulas
- copula函数经典 Roger B. Nelsen An Introduction to Copulas- Roger B. Nelsen An Introduction to Copulas
copula
- 关于copulas相关的比较齐全的编程代码，能够简单地将相应程序运行-About copulas related to the relatively complete programming code, can simply be the corresponding program to run
copulas
- 文献资料，利用Copula函数度量整合风险的-Literature, the use of integrated risk Copula function metrics
copulas
- copulas参数估计方法的源代码。copulas为一种统计方法。-copulas parameter estimation method of the source code. copulas is a statistical method.
copulas
- cupola toolbox matlab 大家都懂得就是copula的代码-cupola toolbox
tcopula
- T-copula的蒙特卡罗模拟过程可以测算数据间的相依关系-T- copulas connect process of monte carlo simulation to measure the dependency relationship between the data
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
GAS_factor_copula_toolbox_17feb16
- 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 c
Copulas
- Copulas connect theory and application
Copula
- copula理论及应用实例，内含一个程序实例与两个excel文件-Copulas connect the theory and applications, including a program instance and two excel
ComputeCopulaPDF
- Computes de density of some Archimidean copulas.
copula_functions
- this toolbox allow you to estimate different functions of copulas