Copula_Handbook_toolbox_14may13

Directory: Windows Develop
Plat: matlab
Size: 303KB
Downloads: 5
Upload time: 2018-03-12 19:53:12
Uploader: 明天王
Description:   Estimates of 12 kinds of copula, and comparison of the models

File list:
ranks.m, 528 , 2012-05-10
rho2theta.m, 517 , 2012-05-10
Rotgumbel_GAS_CL.m, 2711 , 2012-05-10
Rotgumbel_GAS_CLa.m, 2400 , 2012-05-10
Rotgumbel_GAS_one_step.m, 2172 , 2012-05-10
Rotgumbel_GAS_rnd.m, 2470 , 2013-05-14
rotgumbelCL.m, 596 , 2012-05-10
rotgumbelCLa.m, 1122 , 2012-05-10
skewtdis_ARMA_GJRGARCH_LL.m, 1665 , 2012-05-10
skewtdis_cdf.m, 1560 , 2012-05-10
skewtdis_inv.m, 1739 , 2012-05-10
skewtdis_LL.m, 1658 , 2012-05-10
skewtdis_LLa.m, 1834 , 2012-05-10
skewtdis_pdf.m, 1531 , 2012-05-10
skewtdis_rnd.m, 1679 , 2013-05-14
stat_bootstrap_function_21.m, 1846 , 2013-05-14
sym_jc_cdf.m, 1657 , 2012-05-10
sym_jc_CL.m, 1085 , 2012-05-10
sym_jc_example_code.m, 1090 , 2012-05-10
sym_jc_pdf.m, 2639 , 2012-05-10
sym_jc_rnd.m, 2001 , 2012-05-10
sym_jc_tvp_CL.m, 1998 , 2012-05-10
tail_copula_Gumbel.m, 2342 , 2012-05-10
tail_copula_t.m, 2734 , 2012-05-26
tail_Gumbel_copulaCL.m, 1526 , 2012-05-10
tail_tcopulaCL.m, 3000 , 2012-04-13
tau2kappa.m, 469 , 2012-05-10
tCopula.m, 1764 , 2012-05-10
tCopula_cdf.m, 1898 , 2012-05-10
tCopula_cdf_new.m, 1904 , 2012-05-10
tCopula_cdf_new_corrected.m, 1910 , 2012-05-10
tcopula_GAS_CL.m, 4769 , 2012-05-10
tcopula_GAS_CLa.m, 4088 , 2012-05-10
tcopula_GAS_one_step.m, 2926 , 2012-05-10
tcopula_GAS_rnd.m, 2800 , 2012-05-10
tcopula_pdf.m, 1569 , 2012-05-10
tcopulaCL.m, 1390 , 2012-05-10
tcopulaCL2.m, 1551 , 2012-05-10
tcopulaCL2a.m, 1554 , 2012-05-10
tcopulaCLa.m, 1299 , 2012-05-10
tdis_cdf.m, 1202 , 2012-05-10
theta2rho.m, 732 , 2012-05-10
weighted_chi2_1df_cdf.m, 905 , 2012-05-10
YYYYMMDD2cols3.m, 379 , 2012-05-10
data_sp100_sp600_19950817_20110520.xlsx, 179967 , 2011-11-22
ang_chen1.m, 1593 , 2012-05-10
AR_test_rank_correl.m, 1680 , 2012-05-10
ARMA_LL.m, 695 , 2012-05-10
ARMA_LLa.m, 683 , 2012-05-10
ARMA_mean.m, 996 , 2012-05-10
ARMAX_2.m, 2288 , 2012-05-10
ARMAX_opt.m, 2221 , 2012-05-10
bb7_rnd.m, 1570 , 2012-05-10
BB7UgivenV_inverse2.m, 1341 , 2012-05-10
BB7UgivenV_t.m, 1243 , 2012-05-10
bisect2.m, 2775 , 2012-05-10
bivarnormcdf.m, 1972 , 2012-05-10
bivarnormcdf_arg.m, 462 , 2012-05-10
bivarnormcdf2.m, 1600 , 2012-05-10
bivartcdfmc.m, 2172 , 2012-05-10
bivartLL.m, 551 , 2012-05-10
bivartpdf.m, 1065 , 2012-05-10
bivnorm_tvp1_CL.m, 1757 , 2012-05-10
bivnormpdf.m, 1118 , 2012-05-10
break_test_tv_copula_2.m, 3455 , 2012-05-10
chen_fan_PLR_test.m, 4112 , 2012-05-10
clayton_cdf.m, 1690 , 2012-05-10
clayton_pdf.m, 1483 , 2012-05-10
clayton_rnd.m, 1573 , 2012-05-10
claytonCL.m, 1082 , 2012-05-10
claytonCLa.m, 724 , 2012-05-10
ClaytonUgivenV_t.m, 653 , 2012-05-10
contour_plots_code.m, 4024 , 2012-05-10
copula_deriv2_chen_fan.m, 3740 , 2012-05-10
copula_example_code.m, 6937 , 2012-05-10
copula_GOF_stats.m, 1238 , 2012-05-10
copula_GOF_stats_corrected.m, 1308 , 2012-05-10
corrcoef12.m, 832 , 2012-05-10
cov12.m, 559 , 2012-05-10
dist_test_PEE.m, 3195 , 2012-05-10
empirical_copula.m, 966 , 2012-05-10
empiricalCDF.m, 994 , 2012-05-10
fattailed_garch2.m, 8182 , 2012-05-10
fattailed_garchlikelihood2.m, 3093 , 2012-05-10
fattailed_garchsimulate2.m, 3254 , 2012-05-10
frankCL.m, 426 , 2012-05-10
GJR_GARCH_vol.m, 1284 , 2012-05-10
Gumbel.m, 1308 , 2012-05-10
gumbel_cdf.m, 1308 , 2012-05-10
gumbel_pdf.m, 1285 , 2012-05-10
Gumbel_rnd.m, 1425 , 2012-05-10
Gumbel_tvp1_CL.m, 1783 , 2012-05-10
gumbelCL.m, 1095 , 2013-05-14
gumbelCLa.m, 1080 , 2012-05-10
GumbelUgivenV_inverse2.m, 810 , 2012-05-10
GumbelUgivenV_t.m, 645 , 2012-05-10
hessian.m, 1542 , 2012-05-10
hessian_2stage.m, 1470 , 2012-05-10
IndepCop_cdf.m, 455 , 2012-05-10
jbfill.m, 1981 , 2012-05-10

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