Markov_Copula_code.​zip

Markov Switching Copula Model

Version 1.2.0 (40 KB)
1.9K Downloads
(3)
6 Apr 2015
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

You are now following this Submission

Cite As

Osvaldo Silva Filho (2026). Markov_Copula_code.zip (https://in.mathworks.com/matlabcentral/fileexchange/46597-markov_copula_code-zip), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Probability Distributions and Hypothesis Tests in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Open in new tab
Version Published Release Notes
1.2.0

It was added for the copulas 15 and 25 a way to calculate robust standard errors by Godambe Info Matrix following Manthos Vogiatizoglou's Dynamic Copula Toolbox 3.0 suggestion. It work for any other LLF in the code.
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
1.1.0

Some missed .m files were added and also some correction in the main_example.m file.
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more