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[Algorithmcopulas

Description: 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.
Platform: | Size: 8192 | Author: 王璐 | Hits:

[matlabcopulaparam

Description: COPULAPARAM Copula 参数估计,及Kendall秩相关系数-COPULAPARAM Copula parameter, given Kendall s rank correlation
Platform: | Size: 1024 | Author: 天涯 | Hits:

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