Dynamic Copula Toolbox 2.0

Version 1.3.0.0 (269 ko) par Manthos Vogiatzoglou
functions to estimates various copula models via MLE
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Mise à jour 21 oct. 2009

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Functions to estimate Copula - GARCH, copula vines and Gaussian copula Graphical models.

Citation pour cette source

Manthos Vogiatzoglou (2024). Dynamic Copula Toolbox 2.0 (https://www.mathworks.com/matlabcentral/fileexchange/25411-dynamic-copula-toolbox-2-0), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2008b
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux

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Dynamic Copula Toolbox 2.0/

Dynamic Copula Toolbox 2.0/tutorials/

Dynamic Copula Toolbox 2.0/user functions/

Dynamic Copula Toolbox 2.0/utilities functions/

Version Publié le Notes de version
1.3.0.0

A bug was fixed, thanks to Dirk Scheele
1.2.0.0

Two files, setcopulallinputs.m and setcopulavinellinputs.m were accidentally saved twise in the toolbox, in both folders. The ones in the user defined functions folder are an older version and they should be deleted.

1.1.0.0

some files were saved twice, I deleted these double files. The toolbox should contain two files, "user functions" and "utilities functions", an m file "CopulaToolboxtutorial.m" and a pdf file named Dynamic Copula Toolbox
1.0.0.0