Dynamic Copula Toolbox 3.0
Functions to estimate copula GARCH and copula Vine models.
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Cite As
Manthos Vogiatzoglou (2026). Dynamic Copula Toolbox 3.0 (https://www.mathworks.com/matlabcentral/fileexchange/29303-dynamic-copula-toolbox-3-0), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired: fitparp function
Categories
Find more on Probability Distributions and Hypothesis Tests in Help Center and MATLAB Answers
General Information
- Version 1.3.0 (241 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.3.0 | updates so it can be used as a toolbox |
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| 1.2.0 | Remove any older versions, install the new version and open HotToUseTheToolbox.m, then follow the instructions therein |
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| 1.1.0 | Just open the script HowToUseTheToolbox.m and follow the instructions therein. |
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| 1.0.0 |
