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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.
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Size: 8271 |
Author: 王璐 |
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Description: 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
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Size: 8157 |
Author: tlb |
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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.
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Size: 8192 |
Author: 王璐 |
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Description: 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
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Size: 8192 |
Author: tlb |
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Description: 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.
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Size: 1024 |
Author: qq |
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Description: 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
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Size: 1024 |
Author: qq |
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Description: 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.
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Size: 81920 |
Author: qq |
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Description: 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
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Size: 3072 |
Author: 刘勇 |
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Description: 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
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Size: 1056768 |
Author: NeilCeon |
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Description: copula函数经典
Roger B. Nelsen
An Introduction to Copulas-
Roger B. Nelsen
An Introduction to Copulas
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Size: 1957888 |
Author: cheng |
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Description: 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.
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Size: 15360 |
Author: 李亚睿 |
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Description: 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
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Size: 224256 |
Author: wangfang |
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Description: 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
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Size: 18432 |
Author: 黄生志 |
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Description: 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.
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Size: 8192 |
Author: Zhenhua |
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Description: cupola toolbox matlab 大家都懂得就是copula的代码-cupola toolbox
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Size: 3072 |
Author: qiuweijie |
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Description: 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
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Size: 1024 |
Author: 陈小龙 |
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Description: 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
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Size: 3072 |
Author: 栾森 |
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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.
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Size: 1191936 |
Author: 吴云 |
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Description: Copulas connect theory and application
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Size: 147456 |
Author: 李志 |
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Description: 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
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Size: 272384 |
Author: sun |
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