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copula-garch

于 2021-02-11 发布 文件大小:1KB
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代码说明:

  copula例子 与GARCH相结合,分析几个指标的相关性。(The copula example is combined with GARCH to analyze the correlation of several indicators.)

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copula-garch.m, 4995 , 2018-02-11

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