Title:
Copula_Handbook_toolbox_14may13 Download
- Category:
- Windows Develop
- Tags:
-
- File Size:
- 303kb
- Update:
- 2018-03-12
- Downloads:
- 1 Times
- Uploaded by:
- 明天王
Description: Estimates of 12 kinds of copula, and comparison of the models
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File list (Check if you may need any files):
Filename | Size | Date |
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ranks.m | 528 | 2012-05-10
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rho2theta.m | 517 | 2012-05-10
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Rotgumbel_GAS_CL.m | 2711 | 2012-05-10
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Rotgumbel_GAS_CLa.m | 2400 | 2012-05-10
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Rotgumbel_GAS_one_step.m | 2172 | 2012-05-10
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Rotgumbel_GAS_rnd.m | 2470 | 2013-05-14
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rotgumbelCL.m | 596 | 2012-05-10
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rotgumbelCLa.m | 1122 | 2012-05-10
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skewtdis_ARMA_GJRGARCH_LL.m | 1665 | 2012-05-10
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skewtdis_cdf.m | 1560 | 2012-05-10
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skewtdis_inv.m | 1739 | 2012-05-10
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skewtdis_LL.m | 1658 | 2012-05-10
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skewtdis_LLa.m | 1834 | 2012-05-10
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skewtdis_pdf.m | 1531 | 2012-05-10
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skewtdis_rnd.m | 1679 | 2013-05-14
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stat_bootstrap_function_21.m | 1846 | 2013-05-14
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sym_jc_cdf.m | 1657 | 2012-05-10
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sym_jc_CL.m | 1085 | 2012-05-10
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sym_jc_example_code.m | 1090 | 2012-05-10
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sym_jc_pdf.m | 2639 | 2012-05-10
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sym_jc_rnd.m | 2001 | 2012-05-10
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sym_jc_tvp_CL.m | 1998 | 2012-05-10
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tail_copula_Gumbel.m | 2342 | 2012-05-10
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tail_copula_t.m | 2734 | 2012-05-26
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tail_Gumbel_copulaCL.m | 1526 | 2012-05-10
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tail_tcopulaCL.m | 3000 | 2012-04-13
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tau2kappa.m | 469 | 2012-05-10
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tCopula.m | 1764 | 2012-05-10
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tCopula_cdf.m | 1898 | 2012-05-10
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tCopula_cdf_new.m | 1904 | 2012-05-10
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tCopula_cdf_new_corrected.m | 1910 | 2012-05-10
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tcopula_GAS_CL.m | 4769 | 2012-05-10
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tcopula_GAS_CLa.m | 4088 | 2012-05-10
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tcopula_GAS_one_step.m | 2926 | 2012-05-10
|
tcopula_GAS_rnd.m | 2800 | 2012-05-10
|
tcopula_pdf.m | 1569 | 2012-05-10
|
tcopulaCL.m | 1390 | 2012-05-10
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tcopulaCL2.m | 1551 | 2012-05-10
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tcopulaCL2a.m | 1554 | 2012-05-10
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tcopulaCLa.m | 1299 | 2012-05-10
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tdis_cdf.m | 1202 | 2012-05-10
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theta2rho.m | 732 | 2012-05-10
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weighted_chi2_1df_cdf.m | 905 | 2012-05-10
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YYYYMMDD2cols3.m | 379 | 2012-05-10
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data_sp100_sp600_19950817_20110520.xlsx | 179967 | 2011-11-22
|
ang_chen1.m | 1593 | 2012-05-10
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AR_test_rank_correl.m | 1680 | 2012-05-10
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ARMA_LL.m | 695 | 2012-05-10
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ARMA_LLa.m | 683 | 2012-05-10
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ARMA_mean.m | 996 | 2012-05-10
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ARMAX_2.m | 2288 | 2012-05-10
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ARMAX_opt.m | 2221 | 2012-05-10
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bb7_rnd.m | 1570 | 2012-05-10
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BB7UgivenV_inverse2.m | 1341 | 2012-05-10
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BB7UgivenV_t.m | 1243 | 2012-05-10
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bisect2.m | 2775 | 2012-05-10
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bivarnormcdf.m | 1972 | 2012-05-10
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bivarnormcdf_arg.m | 462 | 2012-05-10
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bivarnormcdf2.m | 1600 | 2012-05-10
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bivartcdfmc.m | 2172 | 2012-05-10
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bivartLL.m | 551 | 2012-05-10
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bivartpdf.m | 1065 | 2012-05-10
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bivnorm_tvp1_CL.m | 1757 | 2012-05-10
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bivnormpdf.m | 1118 | 2012-05-10
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break_test_tv_copula_2.m | 3455 | 2012-05-10
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chen_fan_PLR_test.m | 4112 | 2012-05-10
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clayton_cdf.m | 1690 | 2012-05-10
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clayton_pdf.m | 1483 | 2012-05-10
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clayton_rnd.m | 1573 | 2012-05-10
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claytonCL.m | 1082 | 2012-05-10
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claytonCLa.m | 724 | 2012-05-10
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ClaytonUgivenV_t.m | 653 | 2012-05-10
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contour_plots_code.m | 4024 | 2012-05-10
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copula_deriv2_chen_fan.m | 3740 | 2012-05-10
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copula_example_code.m | 6937 | 2012-05-10
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copula_GOF_stats.m | 1238 | 2012-05-10
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copula_GOF_stats_corrected.m | 1308 | 2012-05-10
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corrcoef12.m | 832 | 2012-05-10
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cov12.m | 559 | 2012-05-10
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dist_test_PEE.m | 3195 | 2012-05-10
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empirical_copula.m | 966 | 2012-05-10
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empiricalCDF.m | 994 | 2012-05-10
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fattailed_garch2.m | 8182 | 2012-05-10
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fattailed_garchlikelihood2.m | 3093 | 2012-05-10
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fattailed_garchsimulate2.m | 3254 | 2012-05-10
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frankCL.m | 426 | 2012-05-10
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GJR_GARCH_vol.m | 1284 | 2012-05-10
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Gumbel.m | 1308 | 2012-05-10
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gumbel_cdf.m | 1308 | 2012-05-10
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gumbel_pdf.m | 1285 | 2012-05-10
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Gumbel_rnd.m | 1425 | 2012-05-10
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Gumbel_tvp1_CL.m | 1783 | 2012-05-10
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gumbelCL.m | 1095 | 2013-05-14
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gumbelCLa.m | 1080 | 2012-05-10
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GumbelUgivenV_inverse2.m | 810 | 2012-05-10
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GumbelUgivenV_t.m | 645 | 2012-05-10
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hessian.m | 1542 | 2012-05-10
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hessian_2stage.m | 1470 | 2012-05-10
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IndepCop_cdf.m | 455 | 2012-05-10
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jbfill.m | 1981 | 2012-05-10 |