搜索资源列表
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.
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
Matlab-for-Copula
- 至今最全的Copula函数计算程序，包含参数估计、模型检验、随机模拟等-Copula function has the most complete computer program, including parameter estimation, model checking, stochastic simulation, etc.
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
t-copula
- 对copula－t模型参数的估计,基于matlab程序-the estimation of copula-t,based on matlab
papers-about--copula
- 文章包括copula函数参数估计、模型检验以及具体的实证分析。-The paper mainly introduces the copula function parameter analysis method, model tests and specific empirical estimation.
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
Trading_Modelling_in_Copula(Copula)
- copula模型用于股指期货模拟分析，毕业设计，研究用-copula trading model
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)
term_eco_Rcodes
- GARCH-COPULA-EVT 模型的应用编程(Application programming of GARCH-COPULA-EVT model)
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和多元GARCH的资料
- copula和多元GARCH的资料,包含多个变形的GARCH模型的变形程序(Data of Copula and multiple GARCH)
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.)
Copula应用实例及程序
- 读取数据、绘制频率直方图、*计算偏度和峰度*、正态性检验*、求经验分布函数值*、核分布估计**、核分布估计**、*求Copula中参数的估计值**、绘制Copula的密度函数和分布函数图******、求Kendall秩相关系数和Spearman秩相关系数*******、模型评价(My English is poor i hope you can understand from the chinese introdunction thinks)
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