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Feeds
Submitted
Regime Switching Copula (RSC) toolbox
Functions to simulate and estimate regime switching copula models (bivariate data, only two regimes)
8 years ago | 470 downloads |
Submitted
Dynamic Copula Toolbox 3.0
Functions to estimate copula GARCH and copula Vine models.
12 years ago | 8530 downloads |
Submitted
Dynamic Copula Toolbox 2.0
functions to estimates various copula models via MLE
17 years ago | 2395 downloads |
Submitted
Dynamic Copula Toolbox version 1
Estimation and simulation of Copula - GARCH and Copula Vines
17 years ago | 1966 downloads |
Submitted
CVaR optimization
The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR
18 years ago | 7309 downloads |
