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Estimation of Structured t-Copulas

version 1.2.0.0 (60.1 KB) by Attilio Meucci
Recursive routine to estimate structured correlation matrix and degrees of freedom

4.2K Downloads

Updated 09 May 2011

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For a detailed description please refer to A. Meucci (2008) "Estimation of Structured t-Copulas"

Latest version of article and code available at http://symmys.com/node/134

Cite As

Attilio Meucci (2022). Estimation of Structured t-Copulas (https://www.mathworks.com/matlabcentral/fileexchange/19751-estimation-of-structured-t-copulas), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2006b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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