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Copula_Handbook_toolbox_14may13

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