Dynamic Copula Toolbox 2.0

Version 1.3.0.0 (269 KB) by Manthos Vogiatzoglou
functions to estimates various copula models via MLE
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2.4K Downloads
Updated 21 Oct 2009

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Functions to estimate Copula - GARCH, copula vines and Gaussian copula Graphical models.

Cite As

Manthos Vogiatzoglou (2024). Dynamic Copula Toolbox 2.0 (https://www.mathworks.com/matlabcentral/fileexchange/25411-dynamic-copula-toolbox-2-0), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Dynamic Copula Toolbox 2.0/

Dynamic Copula Toolbox 2.0/tutorials/

Dynamic Copula Toolbox 2.0/user functions/

Dynamic Copula Toolbox 2.0/utilities functions/

Version Published Release Notes
1.3.0.0

A bug was fixed, thanks to Dirk Scheele
1.2.0.0

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.

1.1.0.0

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
1.0.0.0