文件名称:MFEToolbox
介绍说明--下载内容来自于网络,使用问题请自行百度
matlab工具箱,可以用来处理各类garch模型,尤其是包含CCCGARCH等多元garch模型-it s a matlab toolbox that can be used to deal with all kinds of garch model, especially multivariate garch model like CCC-GARCH model
(系统自动生成,下载前可以参看下载内容)
下载文件列表
addToPath.m
Contents.m
bootstrap/block_bootstrap.m
bootstrap/bsds.m
bootstrap/mcs.m
bootstrap/robustvcv.m
bootstrap/stationary_bootstrap.m
crosssection/ols.m
crosssection/pca.m
distributions/gedcdf.m
distributions/gedinv.m
distributions/gedloglik.m
distributions/gedpdf.m
distributions/gedrnd.m
distributions/mvnormloglik.m
distributions/normloglik.m
distributions/skewtcdf.m
distributions/skewtinv.m
distributions/skewtloglik.m
distributions/skewtpdf.m
distributions/skewtrnd.m
distributions/stdtcdf.m
distributions/stdtinv.m
distributions/stdtloglik.m
distributions/stdtpdf.m
distributions/stdtrnd.m
duplication/chi2cdf.m
duplication/iscompatible.m
duplication/kurtosis.m
duplication/normcdf.m
duplication/norminv.m
duplication/normpdf.m
duplication/skewness.m
GUI/ARMAX.m
GUI/ARMAX_about.m
GUI/ARMAX_close_dialog.m
GUI/ARMAX_viewer.m
GUI/OxLogo.mat
multivariate/ccc_mvgarch.m
multivariate/ccc_mvgarch_joint_likelihood.m
multivariate/ccc_mvgarch_likelihood.m
multivariate/ccc_mvgarch_simulate.m
multivariate/matrix_garch.m
multivariate/matrix_garch_display.m
multivariate/matrix_garch_likelihood.m
multivariate/matrix_garch_simulate.m
multivariate/o_mvgarch.m
multivariate/riskmetrics.m
multivariate/riskmetrics2006.m
multivariate/scalar_vt_vech.m
multivariate/scalar_vt_vech_itransform.m
multivariate/scalar_vt_vech_jointlikelihood.m
multivariate/scalar_vt_vech_likelihood.m
multivariate/scalar_vt_vech_simulate.m
multivariate/scalar_vt_vech_starting_values.m
multivariate/scalar_vt_vech_transform.m
tests/berkowitz.m
tests/jarquebera.m
tests/kolmogorov.m
tests/ljungbox.m
tests/lmtest1.m
timeseries/acf.m
timeseries/aichqcsbic.m
timeseries/aicsbic.m
timeseries/arma_forecaster.m
timeseries/armaroots.m
timeseries/armaxerrors.m
timeseries/armaxfilter.m
timeseries/armaxfilter_core.m
timeseries/armaxfilter_likelihood.m
timeseries/armaxfilter_simulate.m
timeseries/augdf.m
timeseries/augdf_cvsim_tieup.m
timeseries/augdfautolag.m
timeseries/augdfcv.m
timeseries/beveridgenelson.m
timeseries/bkfilter.m
timeseries/convert_ma_roots.m
timeseries/grangercause.m
timeseries/heterogeneousar.m
timeseries/hp_filter.m
timeseries/impulseresponse.m
timeseries/impulseresponse_bootstrap.m
timeseries/inverse_ar_roots.m
timeseries/olsnw.m
timeseries/pacf.m
timeseries/sacf.m
timeseries/spacf.m
timeseries/tsresidualplot.m
timeseries/vectorar.m
timeseries/vectorarvcv.m
univariate/agarch.m
univariate/agarch_core.m
univariate/agarch_display.m
univariate/agarch_itransform.m
univariate/agarch_likelihood.m
univariate/agarch_parameter_check.m
univariate/agarch_simulate.m
univariate/agarch_starting_values.m
univariate/agarch_transform.m
univariate/aparch.m
univariate/aparch_core.m
univariate/aparch_display.m
univariate/aparch_itransform.m
univariate/aparch_likelihood.m
univariate/aparch_loglikelihood.m
univariate/aparch_parameter_check.m
univariate/aparch_simulate.m
univariate/aparch_starting_values.m
univariate/aparch_transform.m
univariate/egarch.m
univariate/egarch_core.m
univariate/egarch_display.m
univariate/egarch_itransform.m
univariate/egarch_likelihood.m
univariate/egarch_nlcon.m
univariate/egarch_parameter_check.m
univariate/egarch_simulate.m
univariate/egarch_starting_values.m
univariate/egarch_transform.m
univariate/figarch.m
univariate/figarch_itransform.m
univariate/figarch_likelihood.m
univariate/figarch_parameter_check.m
univariate/figarch_simulate.m
univariate/figarch_starting_values.m
univariate/figarch_transform.m
univariate/figarch_weights.m
univariate/igarch.m
univariate/igarch_core.m
univariate/igarch_display.m
univariate/igarch_itransform.m
univariate/igarch_likelihood.m
univariate/igarch_parameter_check.m
univariate/igarch_starting_values.m
univariate/igarch_transform.m
univariate/tarch.m
univariate/tarch_core.m
univariate/tarch_display.m
univariate/tarch_itransform.m
univariate/tarch_likelihood.m
univariate/tarch_parameter_check.m
univariate/tarch_simulate.m
univariate/tarch_starting_values.m
univariate/tarch_transform.m
utility/c2mdate.m
utility/chol2vec.m
utility/corr_ivech.m
utility/corr_vech.m
utility/cov2corr.m
utility/covnw.m
utility/covvar.m
utility/demean.m
utility/dirod.m
utility/gradient_2sided.m
utility/hessian_2sided.m
utility/hessian_2sided_nrows.m
utility/ivech.m
utility/m2cdate.m
utility/mprint.m
utility/mvstandardize.m
utility/newlagmatrix.m
utility/pltdens.m
utility/standardize.m
utility/vec2chol.m
utility/vech.m
utility/x2mdate.m
mex_source/agarch_core.c
mex_source/armaxerrors.c
mex_source/egarch_core.c
mex_source/igarch_core.c
mex_source/tarch_core.c
dlls/agarch_core.mexw64
dlls/armaxerrors.mexw64
dlls/egarch_core.mexw64
dlls/igarch_core.mexw64
dlls/tarch_core.mexw64
realized/realized_bipower_variation.m
realized/realized_compute_median.m
realized/realized_convert2unit.m
realized/realized_covariance.m
realized/realized_hayashi_yoshida.m
realized/realized_kernel.m
realized/realized_kernel_bandwidth.m
realized/realized_kernel_core.m
realized/realized_kernel_jitter_lag_length.m
realized/realized_kernel_weights.m
realized/realized_multiscale_variance.m
realized/realized_multivariate_kernel.m
realized/realized_noise_estimate.m
realized/realized_
Contents.m
bootstrap/block_bootstrap.m
bootstrap/bsds.m
bootstrap/mcs.m
bootstrap/robustvcv.m
bootstrap/stationary_bootstrap.m
crosssection/ols.m
crosssection/pca.m
distributions/gedcdf.m
distributions/gedinv.m
distributions/gedloglik.m
distributions/gedpdf.m
distributions/gedrnd.m
distributions/mvnormloglik.m
distributions/normloglik.m
distributions/skewtcdf.m
distributions/skewtinv.m
distributions/skewtloglik.m
distributions/skewtpdf.m
distributions/skewtrnd.m
distributions/stdtcdf.m
distributions/stdtinv.m
distributions/stdtloglik.m
distributions/stdtpdf.m
distributions/stdtrnd.m
duplication/chi2cdf.m
duplication/iscompatible.m
duplication/kurtosis.m
duplication/normcdf.m
duplication/norminv.m
duplication/normpdf.m
duplication/skewness.m
GUI/ARMAX.m
GUI/ARMAX_about.m
GUI/ARMAX_close_dialog.m
GUI/ARMAX_viewer.m
GUI/OxLogo.mat
multivariate/ccc_mvgarch.m
multivariate/ccc_mvgarch_joint_likelihood.m
multivariate/ccc_mvgarch_likelihood.m
multivariate/ccc_mvgarch_simulate.m
multivariate/matrix_garch.m
multivariate/matrix_garch_display.m
multivariate/matrix_garch_likelihood.m
multivariate/matrix_garch_simulate.m
multivariate/o_mvgarch.m
multivariate/riskmetrics.m
multivariate/riskmetrics2006.m
multivariate/scalar_vt_vech.m
multivariate/scalar_vt_vech_itransform.m
multivariate/scalar_vt_vech_jointlikelihood.m
multivariate/scalar_vt_vech_likelihood.m
multivariate/scalar_vt_vech_simulate.m
multivariate/scalar_vt_vech_starting_values.m
multivariate/scalar_vt_vech_transform.m
tests/berkowitz.m
tests/jarquebera.m
tests/kolmogorov.m
tests/ljungbox.m
tests/lmtest1.m
timeseries/acf.m
timeseries/aichqcsbic.m
timeseries/aicsbic.m
timeseries/arma_forecaster.m
timeseries/armaroots.m
timeseries/armaxerrors.m
timeseries/armaxfilter.m
timeseries/armaxfilter_core.m
timeseries/armaxfilter_likelihood.m
timeseries/armaxfilter_simulate.m
timeseries/augdf.m
timeseries/augdf_cvsim_tieup.m
timeseries/augdfautolag.m
timeseries/augdfcv.m
timeseries/beveridgenelson.m
timeseries/bkfilter.m
timeseries/convert_ma_roots.m
timeseries/grangercause.m
timeseries/heterogeneousar.m
timeseries/hp_filter.m
timeseries/impulseresponse.m
timeseries/impulseresponse_bootstrap.m
timeseries/inverse_ar_roots.m
timeseries/olsnw.m
timeseries/pacf.m
timeseries/sacf.m
timeseries/spacf.m
timeseries/tsresidualplot.m
timeseries/vectorar.m
timeseries/vectorarvcv.m
univariate/agarch.m
univariate/agarch_core.m
univariate/agarch_display.m
univariate/agarch_itransform.m
univariate/agarch_likelihood.m
univariate/agarch_parameter_check.m
univariate/agarch_simulate.m
univariate/agarch_starting_values.m
univariate/agarch_transform.m
univariate/aparch.m
univariate/aparch_core.m
univariate/aparch_display.m
univariate/aparch_itransform.m
univariate/aparch_likelihood.m
univariate/aparch_loglikelihood.m
univariate/aparch_parameter_check.m
univariate/aparch_simulate.m
univariate/aparch_starting_values.m
univariate/aparch_transform.m
univariate/egarch.m
univariate/egarch_core.m
univariate/egarch_display.m
univariate/egarch_itransform.m
univariate/egarch_likelihood.m
univariate/egarch_nlcon.m
univariate/egarch_parameter_check.m
univariate/egarch_simulate.m
univariate/egarch_starting_values.m
univariate/egarch_transform.m
univariate/figarch.m
univariate/figarch_itransform.m
univariate/figarch_likelihood.m
univariate/figarch_parameter_check.m
univariate/figarch_simulate.m
univariate/figarch_starting_values.m
univariate/figarch_transform.m
univariate/figarch_weights.m
univariate/igarch.m
univariate/igarch_core.m
univariate/igarch_display.m
univariate/igarch_itransform.m
univariate/igarch_likelihood.m
univariate/igarch_parameter_check.m
univariate/igarch_starting_values.m
univariate/igarch_transform.m
univariate/tarch.m
univariate/tarch_core.m
univariate/tarch_display.m
univariate/tarch_itransform.m
univariate/tarch_likelihood.m
univariate/tarch_parameter_check.m
univariate/tarch_simulate.m
univariate/tarch_starting_values.m
univariate/tarch_transform.m
utility/c2mdate.m
utility/chol2vec.m
utility/corr_ivech.m
utility/corr_vech.m
utility/cov2corr.m
utility/covnw.m
utility/covvar.m
utility/demean.m
utility/dirod.m
utility/gradient_2sided.m
utility/hessian_2sided.m
utility/hessian_2sided_nrows.m
utility/ivech.m
utility/m2cdate.m
utility/mprint.m
utility/mvstandardize.m
utility/newlagmatrix.m
utility/pltdens.m
utility/standardize.m
utility/vec2chol.m
utility/vech.m
utility/x2mdate.m
mex_source/agarch_core.c
mex_source/armaxerrors.c
mex_source/egarch_core.c
mex_source/igarch_core.c
mex_source/tarch_core.c
dlls/agarch_core.mexw64
dlls/armaxerrors.mexw64
dlls/egarch_core.mexw64
dlls/igarch_core.mexw64
dlls/tarch_core.mexw64
realized/realized_bipower_variation.m
realized/realized_compute_median.m
realized/realized_convert2unit.m
realized/realized_covariance.m
realized/realized_hayashi_yoshida.m
realized/realized_kernel.m
realized/realized_kernel_bandwidth.m
realized/realized_kernel_core.m
realized/realized_kernel_jitter_lag_length.m
realized/realized_kernel_weights.m
realized/realized_multiscale_variance.m
realized/realized_multivariate_kernel.m
realized/realized_noise_estimate.m
realized/realized_
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