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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” –Johannes St眉binger 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 0.0.1
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Filename, size CVineModel-0.0.1-py3-none-any.whl (3.5 kB) File type Wheel Python version py3 Upload date Hashes View
Filename, size CVineModel-0.0.1.tar.gz (2.2 kB) File type Source Python version None Upload date Hashes View

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