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Dynamic Copula Toolbox 2.0

version 1.3 (269 KB) by

functions to estimates various copula models via MLE

8 Downloads

Updated

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

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Updates

1.3

A bug was fixed, thanks to Dirk Scheele

1.2

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

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

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MATLAB 7.7 (R2008b)

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