Replication Data for: Principal component copulas for capital modelling and systemic risk

a public github repository with the Matlab-code and the data file in order to generate the main results of our paper "Principal component copulas for capital modelling and systemic risk".一个公开的GitHub代码仓库，其中包含用于复现我们的论文《用于资本建模与系统性风险的主分量Copula（Principal component copulas）》主要研究结果所需的Matlab代码与数据文件。