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Dynamic Copula Toolbox 2.0

25 Sep 2009 (Updated 21 Oct 2009)

functions to estimates various copula models via MLE

File Information
Description	Functions to estimate Copula - GARCH, copula vines and Gaussian copula Graphical models.
Required Products	GARCH Toolbox Optimization Toolbox Statistics Toolbox
MATLAB release	MATLAB 7.7 (R2008b)
Other requirements	YALMIP with SDPT3 solver YALMIP can be downloaded from: http://control.ee.ethz.ch/~joloef/wiki/pmwiki.php the SDPT3 can be downloaded from: http://www.math.nus.edu.sg/~mattohkc/sdpt3.html

Tags for This File
Everyone's Tags	copula garch, copula vines(2), gaussian copula graphical models
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Updates
28 Sep 2009	some files were saved twice, I deleted these double files. The toolbox should contain two files, "user functions" and "utilities functions", an m file "CopulaToolboxtutorial.m" and a pdf file named Dynamic Copula Toolbox
13 Oct 2009	Two files, setcopulallinputs.m and setcopulavinellinputs.m were accidentally saved twise in the toolbox, in both folders. The ones in the user defined functions folder are an older version and they should be deleted.
21 Oct 2009	A bug was fixed, thanks to Dirk Scheele

Tag Activity for this File
Tag	Applied By	Date/Time
copula garch	Manthos Vogiatzoglou	25 Sep 2009 11:56:31
copula vines	Manthos Vogiatzoglou	25 Sep 2009 11:56:31
gaussian copula graphical models	Manthos Vogiatzoglou	25 Sep 2009 11:56:31
copula vines	utopia	15 Jul 2011 05:30:02