Description: 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 contents.xls . Briefly, the toolbox contains CDFs, PDFs, log-likelihoods and random number generators for many common bivariate copulas, including the Clayton, Gumbel, Normal, Student s t, Frank, Plackett and symmetrised Joe-Clayton (SJC) copulas. Basic code for time-varying Normal, Gumbel and SJC copulas is included. Platform: |
Size: 1191936 |
Author:吴云 |
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Description: 生成一元分布随机数、蒙特卡洛方法；正态总体参数的检验；描述性统计量等(Generating a bivariate distribution, random numbers, Monte Carlo methods, testing of normal population parameters, descriptive statistics, etc.) Platform: |
Size: 290816 |
Author:ferryman
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