Metadata-Version: 2.0
Name: CVineModel
Version: 0.0.2
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"
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.

