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Godambe freeware
 

Godambe

Added: June 13, 2013 | Visits: 350

Dynamic Copula Toolbox Updates from version 2.0:1. The marginal GARCH models are estimated from the toolbox functions (without the use of the econometrics/GARCH toolbox of MATLAB).2. Hansen's Skew t distribution for the margins is supported.3. Asymptotic standard errors are computed (Godambe info. matrix) Platforms: Matlab

License: Freeware Size: 235.52 KB Download (47): Dynamic Copula Toolbox Download