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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.

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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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