Metadata-Version: 2.0
Name: CVineModel
Version: 0.0.1
Summary: CVine Colpula Model
Home-page: UNKNOWN
Author: Yili Peng
Author-email: yili.peng@outlook.com
License: UNKNOWN
Keywords: Vine Copula
Platform: UNKNOWN

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

