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Copula Simulation

于 2021-03-10 发布文件大小:1KB

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下载积分: 1 下载次数: 23

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代码说明：

Matlab code for simulating Clayton copula, Frank copula, Gumbel copula, Gaussian copula and Student t-copula

文件列表：

ClayCSim.m, 317 , 2018-03-05
GaussianSimul.m, 247 , 2018-03-05
Student-tSimul.m, 440 , 2018-03-05
FranckCSim.m, 803 , 2018-03-05
GumbCSim.m, 466 , 2018-03-05

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Copula Simulation

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