Estimation of Structured t-Copulas (Scripts) Publisher's description
from Attilio Meucci
For a detailed description please refer to A.
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
System Requirements:MATLAB 7.3 (R2006b)
Program Release Status: New Release
Program Install Support: Install and Uninstall