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| File Information |
| 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. |
| Required Products |
Optimization Toolbox
Statistics Toolbox
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| MATLAB release |
MATLAB 7.7 (R2008b)
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| Other requirements |
Andrew Patton's skew T toolbox, downloaded from his website (not necessary) |
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