Dynamic Copula Toolbox

swMATH14884MaRDI QIDQ26779FDOQ26779

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Official website: http://www.mathworks.com/matlabcentral/fileexchange/29303-dynamic-copula-toolbox-3-0

Cited In (3)

• factorstochvol
• Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach
• Age-specific copula-AR-GARCH mortality models

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