Dynamic Copula Toolbox 2.0

Versión 1.3.0.0 (269 KB) por Manthos Vogiatzoglou
functions to estimates various copula models via MLE
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Actualizado 21 oct 2009

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Functions to estimate Copula - GARCH, copula vines and Gaussian copula Graphical models.

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Manthos Vogiatzoglou (2024). Dynamic Copula Toolbox 2.0 (https://www.mathworks.com/matlabcentral/fileexchange/25411-dynamic-copula-toolbox-2-0), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2008b
Compatible con cualquier versión
Compatibilidad con las plataformas
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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/

Versión Publicado Notas de la versión
1.3.0.0

A bug was fixed, thanks to Dirk Scheele
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.

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
1.0.0.0