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文件名称:马尔可夫区制转换模型代码matlab

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  • 上传时间:
    2022-05-19
  • 文件大小:
    517.73kb
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介绍说明--下载内容来自于网络,使用问题请自行百度

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
(系统自动生成,下载前可以参看下载内容)

下载文件列表

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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