Keywords
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Function groups
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@
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
Library:
VaR
See also:
dcat
Quantlet:
ucat
Description:
auxiliary quantlet for dcat.
Reference(s):
Jondeau E., Rockinger M. (2002): "Conditional Dependency of Financial Series: The Copula-GARCH Model"
Usage:
n/a
Author:
K.Jajuga, D.Papla, 20031101 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006