Fitparp function in matlab

The following Matlab project contains the source code and Matlab examples used for fitparp function. This function implemented by function 'copula111cGarch111VaR' and other related functions that will estimate the value at risk of portfolio.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
fitparp.m 4637
license.txt 1310