copula和多元GARCH的资料

代码说明：

  copula和多元GARCH的资料,包含多个变形的GARCH模型的变形程序(Data of Copula and multiple GARCH)

文件列表：

copula和多元GARCH的资料\copula3函数介绍.docx, 30055 , 2012-08-12
copula和多元GARCH的资料\Copula理论及MATLAB应用实例.doc, 46592 , 2012-08-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\code.docx, 75950 , 2012-08-11
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\ARMAeq.m, 324 , 2010-09-30
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CalcStErrors.m, 3745 , 2010-10-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaGARCHLogL.m, 902 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaLogL.m, 5980 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaToolboxTutorial.m, 7608 , 2010-11-03
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaVineLogL.m, 6320 , 2010-10-09
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CreateFminconConstraints.m, 6138 , 2010-10-31
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\crIPmat.m, 1019 , 2010-09-25
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\DCCeq.m, 1134 , 2010-10-01
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\DisplayResults.m, 867 , 2010-10-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\Dynamic copula toolbox.pdf, 226645 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\empiricalCDF.m, 994 , 2008-04-11
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\fitModel.m, 12911 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\FromCons2Unc.m, 1921 , 2010-10-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\FromUnc2Cons.m, 1345 , 2010-10-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\GARCHLogL.m, 2680 , 2010-10-27
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\hessian_2sided.m, 2033 , 2009-10-27
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\hfunction.m, 2004 , 2010-10-04
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\HowToUseTheToolbox.m, 2892 , 2010-11-10
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\icrIPmat.m, 1078 , 2009-09-02
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\InputStartingValues.m, 812 , 2010-10-04
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\ivecl.m, 1650 , 2009-02-03
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\modelspec.m, 7079 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\MyFuncScores.m, 949 , 2010-09-11
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\Pattoneq.m, 1035 , 2010-09-27
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\read me first.txt, 2570 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\RescaleParameters.m, 19299 , 2010-10-30
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\SeqFitCopVine.m, 6434 , 2010-10-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\skewtdis_cdf.m, 1558 , 2010-09-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\skewtLL.m, 609 , 2010-09-09
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\VarEq.m, 1465 , 2010-09-24
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\vecl.m, 620 , 2009-03-09
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\license.txt, 1341 , 2010-11-14
copula和多元GARCH的资料\Example code for some copula functions.docx, 15428 , 2012-08-08
copula和多元GARCH的资料\patton_copula_Toolbox\ang_chen1.m, 1593 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\BB7UgivenV_inverse2.m, 1341 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\BB7UgivenV_t.m, 1243 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\bb7_rnd.m, 1570 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\bisect2.m, 2775 , 2000-11-15
copula和多元GARCH的资料\patton_copula_Toolbox\bivarnormcdf.m, 1972 , 2006-03-08
copula和多元GARCH的资料\patton_copula_Toolbox\bivarnormcdf2.m, 1600 , 2006-03-08
copula和多元GARCH的资料\patton_copula_Toolbox\bivarnormcdf_arg.m, 462 , 2006-03-08
copula和多元GARCH的资料\patton_copula_Toolbox\bivartcdfmc.m, 2172 , 2003-08-18
copula和多元GARCH的资料\patton_copula_Toolbox\bivartLL.m, 551 , 2001-05-07
copula和多元GARCH的资料\patton_copula_Toolbox\bivartpdf.m, 1065 , 2001-08-26
copula和多元GARCH的资料\patton_copula_Toolbox\bivnormpdf.m, 1118 , 2007-01-18
copula和多元GARCH的资料\patton_copula_Toolbox\bivnorm_tvp1_CL.m, 1757 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\claytonCL.m, 1082 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\clayton_cdf.m, 1532 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\clayton_pdf.m, 1483 , 2006-08-22
copula和多元GARCH的资料\patton_copula_Toolbox\clayton_rnd.m, 1573 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\contents.xls, 25088 , 2007-01-18
copula和多元GARCH的资料\patton_copula_Toolbox\contour_plots_code.m, 4024 , 2007-01-18
copula和多元GARCH的资料\patton_copula_Toolbox\copula_example_code.m, 6937 , 2008-05-14
copula和多元GARCH的资料\patton_copula_Toolbox\corrcoef12.m, 832 , 2002-10-12
copula和多元GARCH的资料\patton_copula_Toolbox\cov12.m, 559 , 2001-04-27
copula和多元GARCH的资料\patton_copula_Toolbox\empiricalCDF.m, 994 , 2006-02-27
copula和多元GARCH的资料\patton_copula_Toolbox\frankCL.m, 426 , 2003-03-11
copula和多元GARCH的资料\patton_copula_Toolbox\gumbelCL.m, 1095 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\GumbelUgivenV_inverse2.m, 810 , 2006-08-22
copula和多元GARCH的资料\patton_copula_Toolbox\GumbelUgivenV_t.m, 484 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\gumbel_cdf.m, 1143 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\gumbel_pdf.m, 1285 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\Gumbel_rnd.m, 1425 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\Gumbel_tvp1_CL.m, 1783 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\ibm_ccola_rets.txt, 85952 , 2006-02-27
copula和多元GARCH的资料\patton_copula_Toolbox\kappa2tau.m, 440 , 2002-05-05
copula和多元GARCH的资料\patton_copula_Toolbox\nines.m, 1403 , 2003-04-16
copula和多元GARCH的资料\patton_copula_Toolbox\NormalCopula_cdf.m, 864 , 2001-10-15
copula和多元GARCH的资料\patton_copula_Toolbox\NormalCopula_CL.m, 446 , 2006-03-09
copula和多元GARCH的资料\patton_copula_Toolbox\NormalCopula_pdf.m, 730 , 2001-07-27
copula和多元GARCH的资料\patton_copula_Toolbox\plackettCL.m, 959 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\PlackettUgivenV_inverse2.m, 1338 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\PlackettUgivenV_t.m, 437 , 2001-08-13
copula和多元GARCH的资料\patton_copula_Toolbox\plackett_cdf.m, 1324 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\plackett_pdf.m, 1175 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\plackett_rnd.m, 1530 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\quantiledep.m, 767 , 2006-03-01
copula和多元GARCH的资料\patton_copula_Toolbox\readme.txt, 1203 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\rho2theta.m, 517 , 2002-08-05
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_cdf.m, 1657 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_CL.m, 1085 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_example_code.m, 1090 , 2003-02-13
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_pdf.m, 2639 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_rnd.m, 2001 , 2007-08-02
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_tvp_CL.m, 1998 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\tau2kappa.m, 469 , 2002-05-22
copula和多元GARCH的资料\patton_copula_Toolbox\tCopula.m, 1764 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\tcopulaCL.m, 1390 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\tCopula_cdf.m, 1898 , 2006-08-22
copula和多元GARCH的资料\patton_copula_Toolbox\tcopula_pdf.m, 1569 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\theta2rho.m, 732 , 2004-05-16
copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\BEKK.INP, 1060 , 1994-10-04
copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\BEKK.OUT, 23683 , 1994-10-04
copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\ENDO.DAT, 42502 , 1994-10-04
copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\GBEK.OUT, 25111 , 1994-10-05
copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\GBEKK.INP, 1061 , 1994-10-05