文件列表:

1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\ang_chen1.m (1620, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\BB7UgivenV_inverse2.m (1451, 2017-07-06)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\BB7UgivenV_t.m (1288, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\bb7_rnd.m (1612, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\beta_cdf.m (815, 2017-05-24)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\beta_inv.m (1337, 2017-05-24)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\beta_pdf.m (1122, 2017-05-24)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\bisect2.m (2845, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\bivarnormcdf.m (2277, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\bivarnormcdf2.m (1684, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\bivarnormcdf_arg.m (462, 2006-03-08)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\bivartcdfmc.m (2655, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\bivartLL.m (585, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\bivartpdf.m (1126, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\bivnormpdf.m (1155, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\bivnorm_tvp1_CL.m (1964, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\claytonCL.m (1082, 2006-06-04)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\clayton_cdf.m (1567, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\clayton_pdf.m (1518, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\clayton_rnd.m (1719, 2017-05-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\contents.xls (35328, 2017-06-09)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\contour_plots_code.m (4024, 2007-01-18)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\copula_example_code.m (6928, 2017-05-20)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\corrcoef12.m (832, 2002-10-12)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\cov12.m (559, 2001-04-27)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\empiricalcdf.m (1038, 2017-05-21)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\fdis_cdf.m (778, 2017-05-24)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\frankCL.m (426, 2003-03-11)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\gumbelCL.m (1095, 2006-06-04)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\GumbelUgivenV_inverse2.m (810, 2006-08-22)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\GumbelUgivenV_t.m (484, 2006-06-04)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\Gumbel_cdf.m (1143, 2006-06-04)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\gumbel_pdf.m (1285, 2017-05-24)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\Gumbel_rnd.m (1425, 2006-06-04)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\Gumbel_tvp1_CL.m (1783, 2006-06-04)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\ibm_ccola_rets.txt (85952, 2006-02-27)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\kappa2tau.m (440, 2002-05-05)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\nines.m (1403, 2003-04-16)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\NormalCopula_cdf.m (864, 2001-10-15)
1.网上找的copula工具包-程序包\1.网上找的copula工具包-程序包\copula_codes\NormalCopula_CL.m (678, 2017-05-22)
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4 June 2006 This toolbox is a collection of Matlab functions that I wrote for my research on copulas for financial time series. The main papers from that research are listed below. Some simple example code is given in "copula_example_code.m", which is a good place to start. It loads in a small data set and estimates a variety of constant and time-varying copula models. If you find any bugs in this code please feel free to let me know: a.patton@lse.ac.uk Updates will be available from my web page: http://fmg.lse.ac.uk/~patton -Andrew Patton. References Granger, C.W.J, T. Tersvirta, and A.J. Patton, 2006 Common Factors in Conditional Distributions for Bivariate Time Series, Journal of Econometrics, 132(1), 43-57. Patton, A.J., 2004, On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation, Journal of Financial Econometrics, 2(1), 130-168. Patton, A.J., 2006, Modelling Asymmetric Exchange Rate Dependence, International Economic Review, 47(2), 527-556. Patton, A.J., 2006, Estimation of Multivariate Models for Time Series of Possibly Different Lengths, Journal of Applied Econometrics, 21(2), 147-173.

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