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  1. matlab-vine-copula matlab-vine-copula Public

    这是一个用matlab编写的vine-copula

    MATLAB 4

  2. 2T-PoT-MIDAS-Copula 2T-PoT-MIDAS-Copula Public

    this code is used to construct a 2T-PoT-MIDAS-Copula model to predict volatility marginally and VaR in joint

    R 2