How to deal with multivariate Gaussian copula?
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I'm new to MATLAB and currently using it on my project. I have to fit multivariate copula from the stock returns up to 100 stocks. If I follow the example from following link, I guess I will have around 100 lines of kdensity command as well as 100 lines of inverse of kdensity command. This might consume quite plenty of time since I have to run another 100 different stock returns for 12 periods (12 times).
My question is that if there is anyway to make it easier or shorter.
Also I'd like to know how to name multiple column simultaneously. For example, I have returns of stock A, B, C, ..., Z. Is there any way to name them as X1 to X26 without individually type them all like
X1 = data(:1) X2 = data(:2) X3 = data(:3) ... so on
any suggestion will be very great help. thanks.
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