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沪深股市日收益率的二元copula模型

于 2020-04-18 发布
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下载积分: 1 下载次数: 3

代码说明:

说明:  沪深股市日收益率的二元copula模型,copula函数的选取 参数估计 深证和上证的尾部相关性(The binary copula model of daily return in Shanghai and Shenzhen stock market, and the selection of Copula function to estimate the tail correlation between Shenzhen stock market and Shanghai Stock Market)

文件列表:

copula, 0 , 2020-04-18
copula\copula.m, 8347 , 2020-04-18
__MACOSX, 0 , 2020-04-18
__MACOSX\copula, 0 , 2020-04-18
__MACOSX\copula\._copula.m, 176 , 2020-04-18

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