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一个基于matlab软件的混合Copula模型的估计方法 Mixed-Copula-Estimate

于 2021-02-27 发布文件大小:11KB

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一个基于matlab软件的混合Copula模型的估计方法，利用到了惩罚的思想。(A matlab software mixed Copula Model-based estimation method, to the idea of punishment.)

文件列表：

major.asv,2794,2012-11-09
major.m,2889,2012-11-09
runtheta.m,1195,2012-12-18
SCAD.m,283,2012-11-08
一年内沪深指数.mat,5320,2012-11-01
沪深300.asv,2780,2012-12-18
沪深300.m,2782,2012-12-18

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一个基于matlab软件的混合Copula模型的估计方法 Mixed-Copula-Estimate

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