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updated 29 days ago

Dynamic Copula Toolbox 3.0 by Manthos Vogiatzoglou

Functions to estimate copula GARCH and copula Vine models. (copulas, toolbox, dependence)

ARMAeq(theta, data, spec)

CalcStErrors(MyFunc, theta, data, grad, hessian, spec, so...

CopulaGARCHLogL(theta,data,spec,solver)

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