CVine Colpula Model

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Project description

This programme is for building C-Vine Copula model based on “Statistical arbitrage with vine copulas” by Johannes Stubinger 2016

Build by

  • python 3.5

  • pandas 0.23.0

  • numpy 1.14.3

  • rpy2 2.9.4

R and package VineCopula are needed.

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This version

0.0.3

0.0.2

0.0.1

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