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updated 3 years ago

Dynamic Copula Toolbox 3.0 by Manthos Vogiatzoglou

Functions to estimate copula GARCH and copula Vine models. (dependence, garch, copula vines)

ARMAeq(theta, data, spec)

CopulaGARCHLogL(theta,data,spec,solver)

CopulaToolboxTutorial

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updated almost 5 years ago

Dynamic Copula Toolbox version 1 by Manthos Vogiatzoglou

Estimation and simulation of Copula - GARCH and Copula Vines (copulas, vines, dynamic dependence)

CompositeLLNCopula(theta,data,corrspec,optimizer,method)

CompositeLLTCopula(theta,data,corrspec,optimizer,method)

LTriangmat2vec=vecl(x)

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updated almost 6 years ago

Copulas densities by Ali Mohammad-Djafari

This program shows copulas densities (statistics, probability, copulas)

Copulas_densities.m

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