Description: copula tool library, including a variety of copula function, and joint distribution function of the probability density function, distribution function and a random number generator
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File list (Check if you may need any files):
Patton_copula_toolbox\ang_chen1.m
.....................\BB7UgivenV_inverse2.m
.....................\BB7UgivenV_t.m
.....................\bb7_rnd.m
.....................\bisect2.m
.....................\bivarnormcdf.m
.....................\bivarnormcdf2.m
.....................\bivarnormcdf_arg.m
.....................\bivartcdfmc.m
.....................\bivartLL.m
.....................\bivartpdf.m
.....................\bivnormpdf.m
.....................\bivnorm_tvp1_CL.m
.....................\claytonCL.m
.....................\clayton_cdf.m
.....................\clayton_pdf.m
.....................\clayton_rnd.m
.....................\Common factors in conditional distributions for bivariate time series.pdf
.....................\contents.xls
.....................\contour_plots_code.m
.....................\copula_example_code.m
.....................\corrcoef12.m
.....................\cov12.m
.....................\empiricalCDF.m
.....................\ESTIMATION OF MULTIVARIATE MODELS FOR TIME SERIES.pdf
.....................\frankCL.m
.....................\gumbelCL.m
.....................\GumbelUgivenV_inverse2.m
.....................\GumbelUgivenV_t.m
.....................\gumbel_cdf.m
.....................\gumbel_pdf.m
.....................\Gumbel_rnd.m
.....................\Gumbel_tvp1_CL.m
.....................\ibm_ccola_rets.txt
.....................\kappa2tau.m
.....................\MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE_.pdf
.....................\nines.m
.....................\NormalCopula_cdf.m
.....................\NormalCopula_CL.m
.....................\NormalCopula_pdf.m
.....................\On the Out-of-Sample Importance of Skewness and Asymmetric Dependence.pdf
.....................\plackettCL.m
.....................\PlackettUgivenV_inverse2.m
.....................\PlackettUgivenV_t.m
.....................\plackett_cdf.m
.....................\plackett_pdf.m
.....................\plackett_rnd.m
.....................\quantiledep.m
.....................\readme.txt
.....................\rho2theta.m
.....................\sym_jc_cdf.m
.....................\sym_jc_CL.m
.....................\sym_jc_example_code.m
.....................\sym_jc_pdf.m
.....................\sym_jc_rnd.m
.....................\sym_jc_tvp_CL.m
.....................\tau2kappa.m
.....................\tCopula.m
.....................\tcopulaCL.m
.....................\tCopula_cdf.m
.....................\tcopula_pdf.m
.....................\theta2rho.m
Patton_copula_toolbox
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