文件名称:MATLAB时间序列MFE工具包
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- 上传时间:2021-12-02
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文件大小:2.55mb
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MATLAB时间序列必备工具包,非常有用,内含PDF版的说明,可以照着上面的代码写。
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压缩包 : MFEToolbox.rar 列表 MFEToolbox/addToPath.m MFEToolbox/bootstrap/block_bootstrap.m MFEToolbox/bootstrap/bsds.m MFEToolbox/bootstrap/mcs.m MFEToolbox/bootstrap/stationary_bootstrap.m MFEToolbox/Contents.m MFEToolbox/crosssection/ols.m MFEToolbox/crosssection/pca.m MFEToolbox/distributions/composite_likelihood.m MFEToolbox/distributions/gedcdf.m MFEToolbox/distributions/gedinv.m MFEToolbox/distributions/gedloglik.m MFEToolbox/distributions/gedpdf.m MFEToolbox/distributions/gedrnd.m MFEToolbox/distributions/iscompatible.m MFEToolbox/distributions/mvnormloglik.m MFEToolbox/distributions/normloglik.m MFEToolbox/distributions/skewtcdf.m MFEToolbox/distributions/skewtinv.m MFEToolbox/distributions/skewtloglik.m MFEToolbox/distributions/skewtpdf.m MFEToolbox/distributions/skewtrnd.m MFEToolbox/distributions/stdtcdf.m MFEToolbox/distributions/stdtinv.m MFEToolbox/distributions/stdtloglik.m MFEToolbox/distributions/stdtpdf.m MFEToolbox/distributions/stdtrnd.m MFEToolbox/dlls/agarch_core.mexw64 MFEToolbox/dlls/armaxerrors.mexw64 MFEToolbox/dlls/composite_likelihood.mexw64 MFEToolbox/dlls/egarch_core.mexw64 MFEToolbox/dlls/igarch_core.mexw64 MFEToolbox/dlls/tarch_core.mexw64 MFEToolbox/duplication/chi2cdf.m MFEToolbox/duplication/kurtosis.m MFEToolbox/duplication/normcdf.m MFEToolbox/duplication/norminv.m MFEToolbox/duplication/normpdf.m MFEToolbox/duplication/skewness.m MFEToolbox/GUI/ARMAX.m MFEToolbox/GUI/ARMAX_about.m MFEToolbox/GUI/ARMAX_close_dialog.m MFEToolbox/GUI/ARMAX_viewer.m MFEToolbox/GUI/OxLogo.mat MFEToolbox/mex_source/agarch_core.c MFEToolbox/mex_source/armaxerrors.c MFEToolbox/mex_source/composite_likelihood.c MFEToolbox/mex_source/egarch_core.c MFEToolbox/mex_source/igarch_core.c MFEToolbox/mex_source/tarch_core.c MFEToolbox/multivariate/bekk.m MFEToolbox/multivariate/bekk_constraint.m MFEToolbox/multivariate/bekk_likelihood.m MFEToolbox/multivariate/bekk_parameter_transform.m MFEToolbox/multivariate/bekk_simulate.m MFEToolbox/multivariate/ccc_mvgarch.m MFEToolbox/multivariate/ccc_mvgarch_joint_likelihood.m MFEToolbox/multivariate/ccc_mvgarch_likelihood.m MFEToolbox/multivariate/ccc_mvgarch_simulate.m MFEToolbox/multivariate/dcc.m MFEToolbox/multivariate/dcc_fit_variance.m MFEToolbox/multivariate/dcc_inference_objective.m MFEToolbox/multivariate/dcc_likelihood.m MFEToolbox/multivariate/dcc_reconstruct_variance.m MFEToolbox/multivariate/gogarch.m MFEToolbox/multivariate/gogarch_likelihood.m MFEToolbox/multivariate/matrix_garch.m MFEToolbox/multivariate/matrix_garch_display.m MFEToolbox/multivariate/matrix_garch_likelihood.m MFEToolbox/multivariate/matrix_garch_simulate.m MFEToolbox/multivariate/ogarch_likelihood.m MFEToolbox/multivariate/o_mvgarch.m MFEToolbox/multivariate/rarch.m MFEToolbox/multivariate/rarch_constraint.m MFEToolbox/multivariate/rarch_likelihood.m MFEToolbox/multivariate/rarch_parameter_transform.m MFEToolbox/multivariate/rarch_simulate.m MFEToolbox/multivariate/rarch_test.m MFEToolbox/multivariate/rcc.m MFEToolbox/multivariate/rcc_constraint.m MFEToolbox/multivariate/rcc_likelihood.m MFEToolbox/multivariate/riskmetrics.m MFEToolbox/multivariate/riskmetrics2006.m MFEToolbox/multivariate/scalar_vt_vech.m MFEToolbox/multivariate/scalar_vt_vech_itransform.m MFEToolbox/multivariate/scalar_vt_vech_likelihood.m MFEToolbox/multivariate/scalar_vt_vech_simulate.m MFEToolbox/multivariate/scalar_vt_vech_starting_values.m MFEToolbox/multivariate/scalar_vt_vech_transform.m MFEToolbox/realized/ES_20090817.mat MFEToolbox/realized/realized_bipower_semivariation.m MFEToolbox/realized/realized_bipower_variation.m MFEToolbox/realized/realized_compute_median.m MFEToolbox/realized/realized_convert2unit.m MFEToolbox/realized/realized_covariance.m MFEToolbox/realized/realized_hayashi_yoshida.m MFEToolbox/realized/realized_kernel.m MFEToolbox/realized/realized_kernel_bandwidth.m MFEToolbox/realized/realized_kernel_core.m MFEToolbox/realized/realized_kernel_jitter_lag_length.m MFEToolbox/realized/realized_kernel_weights.m MFEToolbox/realized/realized_min_med_variance.m MFEToolbox/realized/realized_multiscale_variance.m MFEToolbox/realized/realized_multivariate_kernel.m MFEToolbox/realized/realized_noise_estimate.m MFEToolbox/realized/realized_options.m MFEToolbox/realized/realized_preaveraged_bipower_variation.m MFEToolbox/realized/realized_preaveraged_variance.m MFEToolbox/realized/realized_price_filter.m MFEToolbox/realized/realized_qmle_variance.m MFEToolbox/realized/realized_quantile_scales.mat MFEToolbox/realized/realized_quantile_variance.m MFEToolbox/realized/realized_quantile_variance_scale.m MFEToolbox/realized/realized_quantile_weight_simulation.m MFEToolbox/realized/realized_quarticity.m MFEToolbox/realized/realized_range.m MFEToolbox/realized/realized_range_simulation.m MFEToolbox/realized/realized_range_simulation_results.mat MFEToolbox/realized/realized_refresh_time.m MFEToolbox/realized/realized_refresh_time_bivariate.m MFEToolbox/realized/realized_return_filter.m MFEToolbox/realized/realized_semivariance.m MFEToolbox/realized/realized_subsample.m MFEToolbox/realized/realized_test.m MFEToolbox/realized/realized_threshold_multipower_
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