文件名称:马尔可夫区制转换模型代码matlab
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在金融上,马尔可夫区制转换模型可以去测度股票等金融资产的波动率并将其划分为高中低波动率。代码包里共有MS-AR、MSVAR等多个计量经济模型运行代码
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压缩包 : MS_Regress-Matlab-master (1).zip 列表 MS_Regress-Matlab-master/ MS_Regress-Matlab-master/About the MS_Regress_Package.pdf MS_Regress-Matlab-master/Example_MS_Regress_Fit.m MS_Regress-Matlab-master/Example_MS_Regress_Fit_GED_Dist.m MS_Regress-Matlab-master/Example_MS_Regress_Fit_MSVAR.m MS_Regress-Matlab-master/Example_MS_Regress_Fit_MultiVar.m MS_Regress-Matlab-master/Example_MS_Regress_Fit_t_Dist.m MS_Regress-Matlab-master/Example_MS_Regress_Fit_using_constCoeff.m MS_Regress-Matlab-master/Example_MS_Regress_Fit_with_MEX.m MS_Regress-Matlab-master/Example_MS_Regress_For.m MS_Regress-Matlab-master/Example_MS_Regress_Sim.m MS_Regress-Matlab-master/Example_MS_Regress_Simul_2_States_Multivar.m MS_Regress-Matlab-master/Example_MS_Regress_Simul_3_States.m MS_Regress-Matlab-master/Example_MS_Regress_Simul_and_Fit_2_States.m MS_Regress-Matlab-master/Example_MS_Regress_Simul_and_Fit_2_States_Multivar.m MS_Regress-Matlab-master/Example_MS_Regress_Simul_and_Fit_3_States.m MS_Regress-Matlab-master/LICENSE MS_Regress-Matlab-master/README.md MS_Regress-Matlab-master/Script_Hamilton_Comparison.m MS_Regress-Matlab-master/data_Files/ MS_Regress-Matlab-master/data_Files/Example_FEX.txt MS_Regress-Matlab-master/data_Files/GNP_Hamilton.txt MS_Regress-Matlab-master/m_Files/ MS_Regress-Matlab-master/m_Files/MS_Regress_Fit.asv MS_Regress-Matlab-master/m_Files/MS_Regress_Fit.m MS_Regress-Matlab-master/m_Files/MS_Regress_For.m MS_Regress-Matlab-master/m_Files/MS_Regress_Lik.m MS_Regress-Matlab-master/m_Files/MS_Regress_Sim.m MS_Regress-Matlab-master/m_Files/MS_VAR_Fit.m MS_Regress-Matlab-master/m_Files/build_constCoeff.m MS_Regress-Matlab-master/m_Files/checkInputs.m MS_Regress-Matlab-master/m_Files/checkSize_constCoeff.m MS_Regress-Matlab-master/m_Files/check_constCoeff.m MS_Regress-Matlab-master/m_Files/confuneq_MS_Regress.m MS_Regress-Matlab-master/m_Files/doOutScreen.m MS_Regress-Matlab-master/m_Files/doOutScreen_MSVAR.m MS_Regress-Matlab-master/m_Files/doPlots.m MS_Regress-Matlab-master/m_Files/getvarMatrix_MS_Regress.m MS_Regress-Matlab-master/m_Files/mex_MS_Filter.cpp MS_Regress-Matlab-master/m_Files/mvnpdf_MSPERLIN.m MS_Regress-Matlab-master/m_Files/myMVNPDF.m MS_Regress-Matlab-master/m_Files/nr3matlab.h MS_Regress-Matlab-master/m_Files/param2spec.m MS_Regress-Matlab-master/m_Files/preCalc_MSModel.m MS_Regress-Matlab-master/m_Files/spec2param.m
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