搜索资源列表
tcml
- Maximum Likelihood Function for Tcopula.
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。
tcopulafit
- tcopula函数的M文件，tcopula由于其尖峰厚尾的特性更广泛应用于金融风险度量中。-tcopula function M-file, tcopula due to the characteristics of its fat tail is more widely used in financial risk metrics.
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
Patton_copula_toolbox
- copula模型需要，静态copula工具包(used for model copula)
tcopula_codes
- 包含 tCopula.m tCopula_cdf.m tcopula_pdf.m tcopulaCL.m(Contain tCopula.m tCopula_cdf.m tcopula_pdf.m tcopulaCL.m)