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[Other resource] copulas DL : 0: 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.
Update : 2008-10-13 Size : 8.08kb Publisher : 王璐
[Other resource] copulas DL : 0: copular 多元时间变量统计学工具计算相关性 -copular multiple time variables were calculated related tools
Update : 2008-10-13 Size : 7.97kb Publisher : tlb
[Algorithm] copulas DL : 0: 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.
Update : 2025-02-19 Size : 8kb Publisher : 王璐
[Algorithm] copulas DL : 0: copular 多元时间变量统计学工具计算相关性 -copular multiple time variables were calculated related tools
Update : 2025-02-19 Size : 8kb Publisher : tlb
[Other] copula DL : 0: METAPOP A metapopulation simulation model METAPOP(TAU) runs the metapopulation simulation described in the November 2003 MATLAB News&Notes article, "Monte-Carlo simulation in MATLAB using copulas.-includes functions for copula models that are more powerful and flexible than the ones originally included here. The original functions are no longer included here.
Update : 2025-02-19 Size : 1kb Publisher : qq
[Other] t-copulas DL : 0: ClaytonRND Random matrix from a Clayton n-copula.Build and share code simulating Clayton n-copula n>2 indeed it possible to extend letting alpha be a vector of size n, each entry >0 but could be different. U = ClAYTONRND(ALPHA, N, M) returns N random vectors with size Mx1 (U is a MxN matrix) generated from a Clayton N-Copula with parameters alpha>0-ClaytonRND Random matrix from a Clayton n-copula.Build and share code simulating Clayton n-copula n>2 indeed it possible to extend letting alpha be a vector of size n, each entry >0 but could be different. U = ClAYTONRND(ALPHA, N, M) returns N random vectors with size Mx1 (U is a MxN matrix) generated from a Clayton N-Copula with parameters alpha>0
Update : 2025-02-19 Size : 1kb Publisher : qq
[matlab] Dynamic_Copula_Toolbox._1 DL : 0: The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines. Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are supported.
Update : 2025-02-19 Size : 80kb Publisher : qq
[matlab] copulas DL : 0: Copula matlab程序可以作为多变量分析，用在经济，金融，水利等相关专业-Copula matlab program can be used as multivariate analysis, used in the economic, financial, irrigation and other related professional
Update : 2025-02-19 Size : 3kb Publisher : 刘勇
[Finance-Stock software system] ccruncher-1.5_src DL : 0: 金融算术，计算VAR值，蒙特卡洛算法，等-CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall
Update : 2025-02-19 Size : 1.01mb Publisher : NeilCeon
[matlab] copulas DL : 0: copula函数经典 Roger B. Nelsen An Introduction to Copulas- Roger B. Nelsen An Introduction to Copulas
Update : 2025-02-19 Size : 1.87mb Publisher : cheng
[matlab] copulas DL : 0: 一些基本的做copula的matlab程序，可以画累计分布函数图。-Some of the basic copula matlab program, you can draw the cumulative distribution function diagram.
Update : 2025-02-19 Size : 15kb Publisher : 李亚睿
[Finance-Stock software system] copulas DL : 0: 文献资料，利用Copula函数度量整合风险的-Literature, the use of integrated risk Copula function metrics
Update : 2025-02-19 Size : 219kb Publisher : wangfang
[Other] copula DL : 0: 关于copulas相关的比较齐全的编程代码，能够简单地将相应程序运行-About copulas related to the relatively complete programming code, can simply be the corresponding program to run
Update : 2025-02-19 Size : 18kb Publisher : 黄生志
[matlab] copulas DL : 0: copulas参数估计方法的源代码。copulas为一种统计方法。-copulas parameter estimation method of the source code. copulas is a statistical method.
Update : 2025-02-19 Size : 8kb Publisher : Zhenhua
[Other] copulas DL : 0: cupola toolbox matlab 大家都懂得就是copula的代码-cupola toolbox
Update : 2025-02-19 Size : 3kb Publisher : qiuweijie
[matlab] tcopula DL : 0: 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
Update : 2025-02-19 Size : 1kb Publisher : 陈小龙
[matlab] example06_01 DL : 0: 二元copula模型，用于两地股市波形相关性的测度-Binary copulas connect model, used for measure waveform correlation in both markets
Update : 2025-02-19 Size : 3kb Publisher : 栾森
[matlab] GAS_factor_copula_toolbox_17feb16 DL : 1: 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.
Update : 2025-02-19 Size : 1.14mb Publisher : 吴云
[source in ebook] Copulas DL : 0: Copulas connect theory and application
Update : 2025-02-19 Size : 144kb Publisher : 李志
[matlab] Copula DL : 0: copula理论及应用实例，内含一个程序实例与两个excel文件-Copulas connect the theory and applications, including a program instance and two excel
Update : 2025-02-19 Size : 266kb Publisher : sun

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