image thumbnail

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

image thumbnail

updated almost 4 years ago

Removing Simulink's State Order Dependency (Example 3) by Dan Lluch

Explores how to leverage the 'Structure with Time' Simulink data format to alleviate ordering ... (simulink, state, order)

Example3.m

makestatestruct(mdl)

Contact us