This repository is used for the quantlets of the master thesis CDO, HAME Copulas and an R Package `CDO' at Humboldt-Universität zu Berlin.
a. Master Thesis: CDO, HAME Copulas and an R Package `CDO'
http://edoc.hu-berlin.de/master/xu-yafei-2014-03-31/PDF/xu.pdf
b. Presentation slides for master thesis "CDO, HAME Copulas and an R Package `CDO'":
https://drive.google.com/file/d/0B5_kdRMeek7ZclZnQVA0UEFBUlE/edit?usp=sharing
c. R Package 'CDO' and its introduction document with following link:
https://drive.google.com/folderview?id=0B5_kdRMeek7ZUThBQUZNV3dfcVU&usp=sharing
e. install the CDO package:
install.packages("devtools")
library(devtools)
install_github("YafeiXu/cdo")
library(CDO)