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Dynamic_Copula_Toolbox._1

于 2010-02-24 发布文件大小:80KB

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The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines. Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are supported.

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Dynamic_Copula_Toolbox._1

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