Dynamic Copula Toolbox 2.0
Functions to estimate Copula - GARCH, copula vines and Gaussian copula Graphical models.
Cite As
Manthos Vogiatzoglou (2024). Dynamic Copula Toolbox 2.0 (https://www.mathworks.com/matlabcentral/fileexchange/25411-dynamic-copula-toolbox-2-0), MATLAB Central File Exchange. Retrieved .
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- AI, Data Science, and Statistics > Statistics and Machine Learning Toolbox > Probability Distributions >
- Computational Finance > Econometrics Toolbox > Conditional Variance Models >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Credit Derivatives and Credit Exposures > Counterparty Credit Risk >
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Dynamic Copula Toolbox 2.0/
Dynamic Copula Toolbox 2.0/tutorials/
Dynamic Copula Toolbox 2.0/user functions/
Dynamic Copula Toolbox 2.0/utilities functions/
Version | Published | Release Notes | |
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1.3.0.0 | A bug was fixed, thanks to Dirk Scheele |
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1.2.0.0 | Two files, setcopulallinputs.m and setcopulavinellinputs.m were accidentally saved twise in the toolbox, in both folders. The ones in the user defined functions folder are an older version and they should be deleted. |
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1.1.0.0 | some files were saved twice, I deleted these double files. The toolbox should contain two files, "user functions" and "utilities functions", an m file "CopulaToolboxtutorial.m" and a pdf file named Dynamic Copula Toolbox |
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1.0.0.0 |