Dynamic Copula Toolbox version 1
Estimation and simulation of Copula - GARCH and Copula Vines
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The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines.
Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are supported.
Cite As
Manthos Vogiatzoglou (2026). Dynamic Copula Toolbox version 1 (https://ch.mathworks.com/matlabcentral/fileexchange/24385-dynamic-copula-toolbox-version-1), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: RANDRAW
General Information
- Version 1.0.0.0 (79.6 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
