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Manthos Vogiatzoglou


Last seen: 4 years ago |  Active since 2008

Followers: 0   Following: 0

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Professional Interests: computational finance - statistics

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Submitted


Regime Switching Copula (RSC) toolbox
Functions to simulate and estimate regime switching copula models (bivariate data, only two regimes)

6 years ago | 3 downloads |

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Submitted


Dynamic Copula Toolbox 3.0
Functions to estimate copula GARCH and copula Vine models.

9 years ago | 26 downloads |

Submitted


Dynamic Copula Toolbox 2.0
functions to estimates various copula models via MLE

15 years ago | 1 download |

Submitted


Dynamic Copula Toolbox version 1
Estimation and simulation of Copula - GARCH and Copula Vines

15 years ago | 2 downloads |

Submitted


CVaR optimization
The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR

16 years ago | 2 downloads |

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