Metadata-Version: 1.0
Name: CVineModel
Version: 0.0.3
Summary: CVine Colpula Model
Home-page: UNKNOWN
Author: Yili Peng
Author-email: yili_peng@outlook.com
License: UNKNOWN
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.
Keywords: Vine Copula
Platform: UNKNOWN
