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copulas

Here are 5 public repositories matching this topic...

asnelt / MixedVineToolbox

Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals

statistics matlab modeling dependency-analysis data-analysis copula regular-vines c-vines copula-models copulas dependency-modeling copulae

Updated Jul 15, 2017
MATLAB

ElsevierSoftwareX / SOFTX-D-21-00039

MATVines: A Vine Copula Package for MATLAB. To cite this software publication: https://www.sciencedirect.com/science/article/pii/S2352711021000455

matlab copulas vine-copulas dependence-modeling

Updated Apr 27, 2021
MATLAB

ramonVDAKKER / research-copulas

Semiparametric efficient rank-based estimation of copula parameters

estimation gaussian efficient-inference rank-based semiparametric-estimation copulas

Updated Mar 30, 2024
MATLAB

thorpn / MonteCarlo

Monte Carlo used for the seminar Monte Carlo Methods in Econometrics and Finance at the university of Copenhagen

finance simulation matlab monte-carlo-simulation stochastic-differential-equations variance-reduction black-scholes sampling-methods copulas

Updated May 1, 2023
MATLAB

fhlyhv / ETPC

Ensemble of Trees of Pairwise Copulas for extremes

graphical-models copulas joint-analysis extreme-values spatial-extremes

Updated Dec 17, 2020
MATLAB

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