文件名称:MFE-toolbox
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Kevin Sheppard撰写的为了金融需求的Matlab工具箱。里面有丰富的金融相关模型代码,包括各种GARCH模型族、金融常用分布等。
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下载文件列表
压缩包 : kevinsheppard-mfe_toolbox-45462370b5f0.zip 列表 kevinsheppard-mfe_toolbox-45462370b5f0/ kevinsheppard-mfe_toolbox-45462370b5f0/.DS_Store kevinsheppard-mfe_toolbox-45462370b5f0/.hg_archival.txt kevinsheppard-mfe_toolbox-45462370b5f0/.hgignore kevinsheppard-mfe_toolbox-45462370b5f0/addToPath.m kevinsheppard-mfe_toolbox-45462370b5f0/bootstrap/ kevinsheppard-mfe_toolbox-45462370b5f0/bootstrap/block_bootstrap.m kevinsheppard-mfe_toolbox-45462370b5f0/bootstrap/bsds.m kevinsheppard-mfe_toolbox-45462370b5f0/bootstrap/mcs.m kevinsheppard-mfe_toolbox-45462370b5f0/bootstrap/stationary_bootstrap.m kevinsheppard-mfe_toolbox-45462370b5f0/buildZipFile.m kevinsheppard-mfe_toolbox-45462370b5f0/Contents.m kevinsheppard-mfe_toolbox-45462370b5f0/crosssection/ kevinsheppard-mfe_toolbox-45462370b5f0/crosssection/ols.m kevinsheppard-mfe_toolbox-45462370b5f0/crosssection/pca.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/ kevinsheppard-mfe_toolbox-45462370b5f0/distributions/composite_likelihood.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/gedcdf.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/gedinv.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/gedloglik.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/gedpdf.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/gedrnd.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/iscompatible.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/mvnormloglik.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/normloglik.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/skewtcdf.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/skewtinv.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/skewtloglik.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/skewtpdf.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/skewtrnd.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/stdtcdf.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/stdtinv.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/stdtloglik.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/stdtpdf.m kevinsheppard-mfe_toolbox-45462370b5f0/distributions/stdtrnd.m kevinsheppard-mfe_toolbox-45462370b5f0/docs/ kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/ kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/bootstrap_and_multiple_hypothesis_tests.lyx kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/bootstrap_and_multiple_hypothesis_tests.lyx~ kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/cross_sectional_analysis.lyx kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/density_estimation.lyx kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/density_estimation.lyx~ kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/helper_functions.lyx kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/kerneldensity.pdf kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/nonstationary_time_series.lyx kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/stationary_time_series.lyx kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/stationary_time_series.lyx~ kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/tsresidualplot.pdf kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/vector_autoregressions.lyx kevinsheppard-mfe_toolbox-45462370b5f0/docs/chapters/volatility_modeling.lyx kevinsheppard-mfe_toolbox-45462370b5f0/docs/icon.lyx kevinsheppard-mfe_toolbox-45462370b5f0/docs/MATLAB_Function_Reference_2012_final.lyx kevinsheppard-mfe_toolbox-45462370b5f0/duplication/ kevinsheppard-mfe_toolbox-45462370b5f0/duplication/chi2cdf.m kevinsheppard-mfe_toolbox-45462370b5f0/duplication/kurtosis.m kevinsheppard-mfe_toolbox-45462370b5f0/duplication/normcdf.m kevinsheppard-mfe_toolbox-45462370b5f0/duplication/norminv.m kevinsheppard-mfe_toolbox-45462370b5f0/duplication/normpdf.m kevinsheppard-mfe_toolbox-45462370b5f0/duplication/skewness.m kevinsheppard-mfe_toolbox-45462370b5f0/GUI/ kevinsheppard-mfe_toolbox-45462370b5f0/GUI/ARMAX.fig kevinsheppard-mfe_toolbox-45462370b5f0/GUI/ARMAX.m kevinsheppard-mfe_toolbox-45462370b5f0/GUI/ARMAX_about.fig kevinsheppard-mfe_toolbox-45462370b5f0/GUI/ARMAX_about.m kevinsheppard-mfe_toolbox-45462370b5f0/GUI/ARMAX_close_dialog.fig kevinsheppard-mfe_toolbox-45462370b5f0/GUI/ARMAX_close_dialog.m kevinsheppard-mfe_toolbox-45462370b5f0/GUI/ARMAX_viewer.fig kevinsheppard-mfe_toolbox-45462370b5f0/GUI/ARMAX_viewer.m kevinsheppard-mfe_toolbox-45462370b5f0/GUI/OxLogo.mat kevinsheppard-mfe_toolbox-45462370b5f0/icon.png kevinsheppard-mfe_toolbox-45462370b5f0/mex_source/ kevinsheppard-mfe_toolbox-45462370b5f0/mex_source/agarch_core.c kevinsheppard-mfe_toolbox-45462370b5f0/mex_source/armaxerrors.c kevinsheppard-mfe_toolbox-45462370b5f0/mex_source/composite_likelihood.c kevinsheppard-mfe_toolbox-45462370b5f0/mex_source/egarch_core.c kevinsheppard-mfe_toolbox-45462370b5f0/mex_source/igarch_core.c kevinsheppard-mfe_toolbox-45462370b5f0/mex_source/tarch_core.c kevinsheppard-mfe_toolbox-45462370b5f0/multivariate/ kevinsheppard-mfe_toolbox-45462370b5f0/multivariate/bekk.m kevinsheppard-mfe_toolbox-45462370b5f0/multivariate/bekk_constraint.m kevinsheppard-mfe_toolbox-45462370b5f0/multivariate/bekk_likelihood.m ke
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