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Estimation of Structured t-Copulas 1.0

  Date Added: April 17, 2013  |  Visits: 203

Estimation of Structured t-Copulas

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For a detailed description please refer to A. Meucci (2008) "Estimation of Structured t-Copulas"Latest version of article and code available at http://symmys.com/node/134

Requirements: No special requirements
Platforms: Matlab
Keyword: Article Description Detailed Httpsymmyscomnode Meucci Quotestimation Refer Structured Tcopulasquotlatest Url Dhttpsymmyscomnode Version
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License: Freeware Size: 61.44 KB
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