CVine Colpula Model

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Author: Yili Peng

Tags Vine, Copula

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

Verified details

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Maintainers
Avatar for DogTooth from gravatar.com DogTooth

Unverified details

These details have not been verified by PyPI
GitHub Statistics

View statistics for this project via Libraries.io, or by using our public dataset on Google BigQuery

Meta

Author: Yili Peng

Tags Vine, Copula


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This version

0.0.3

0.0.2

0.0.1

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CVineModel-0.0.3.tar.gz (2.2 kB view hashes)

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CVineModel-0.0.3-py3-none-any.whl (3.5 kB view hashes)

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