Estimation of Structured t-Copulas

Recursive routine to estimate structured correlation matrix and degrees of freedom


Updated 9 May 2011

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For a detailed description please refer to A. Meucci (2008) "Estimation of Structured t-Copulas"

Latest version of article and code available at

Cite As

Attilio Meucci (2023). Estimation of Structured t-Copulas (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2006b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes

updated references

updated documentation link