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CVine Colpula Model

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.

Project details

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Files for CVineModel, version 0.0.3
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Filename, size CVineModel-0.0.3-py3-none-any.whl (3.5 kB) File type Wheel Python version py3 Upload date Hashes View hashes
Filename, size CVineModel-0.0.3.tar.gz (2.2 kB) File type Source Python version None Upload date Hashes View hashes

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