An R package for the stochastic simulation of processes with any marginal distribution and correlation structure
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Updated
Apr 30, 2020 - R
An R package for the stochastic simulation of processes with any marginal distribution and correlation structure
Robust Estimation of Copulas by Maximum Mean Discrepancy
Gradient-Boosted Estimation of Generalized Linear Models for Conditional Vine Copulas
Estimation and inference for conditional copulas models
The Quant Copula Playground is a Shiny application designed for everyone interested in exploring the dependencies between stock returns using various copula models. This application is inspired by seminal works in the field of copulas, particularly "An Introduction to Copulas" by Roger B. Nelsen.
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