文件名称:GARCH-model-toolbox.zip
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利用matlab软件进行程序设计的GARCH以及多元GARCH模型的源程序工具箱。,Using matlab software program design GARCH and GARCH model of multi-source toolkit.
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下载文件列表
ucsd_garch/
ucsd_garch/5.3 Win32 Binaries/
ucsd_garch/5.3 Win32 Binaries/egarchcore.dll
ucsd_garch/5.3 Win32 Binaries/garchcore.dll
ucsd_garch/5.3 Win32 Binaries/garchgrad.dll
ucsd_garch/5.3 Win32 Binaries/garchinmeancore.dll
ucsd_garch/5.3 Win32 Binaries/ivech.dll
ucsd_garch/5.3 Win32 Binaries/maxcore.dll
ucsd_garch/5.3 Win32 Binaries/multigarchcore.dll
ucsd_garch/5.3 Win32 Binaries/recserarcore.dll
ucsd_garch/5.3 Win32 Binaries/tarchcore.dll
ucsd_garch/5.3 Win32 Binaries/vech.dll
ucsd_garch/6.0 Win32 Binaries/
ucsd_garch/6.0 Win32 Binaries/egarchcore.dll
ucsd_garch/6.0 Win32 Binaries/egarchXcore.dll
ucsd_garch/6.0 Win32 Binaries/garchcore.dll
ucsd_garch/6.0 Win32 Binaries/garchgrad.dll
ucsd_garch/6.0 Win32 Binaries/garchinmeancore.dll
ucsd_garch/6.0 Win32 Binaries/ivech.dll
ucsd_garch/6.0 Win32 Binaries/maxcore.dll
ucsd_garch/6.0 Win32 Binaries/multigarchcore.dll
ucsd_garch/6.0 Win32 Binaries/recserarcore.dll
ucsd_garch/6.0 Win32 Binaries/simgarchcore.dll
ucsd_garch/6.0 Win32 Binaries/tarchcore.dll
ucsd_garch/6.0 Win32 Binaries/vech.dll
ucsd_garch/7.x Win32 Binaries/
ucsd_garch/7.x Win32 Binaries/egarchcore.mexw32
ucsd_garch/7.x Win32 Binaries/egarchXcore.mexw32
ucsd_garch/7.x Win32 Binaries/garchcore.mexw32
ucsd_garch/7.x Win32 Binaries/garchgrad.mexw32
ucsd_garch/7.x Win32 Binaries/garchinmeancore.mexw32
ucsd_garch/7.x Win32 Binaries/ivech.mexw32
ucsd_garch/7.x Win32 Binaries/maxcore.mexw32
ucsd_garch/7.x Win32 Binaries/multigarchcore.mexw32
ucsd_garch/7.x Win32 Binaries/recserarcore.mexw32
ucsd_garch/7.x Win32 Binaries/simgarchcore.mexw32
ucsd_garch/7.x Win32 Binaries/tarchcore.mexw32
ucsd_garch/7.x Win32 Binaries/vech.mexw32
ucsd_garch/BootStrap/
ucsd_garch/BootStrap/block_bootstrap.m
ucsd_garch/BootStrap/bsds.m
ucsd_garch/BootStrap/bsds_studentized.m
ucsd_garch/BootStrap/cont_bootstrap.m
ucsd_garch/BootStrap/stationary_bootstrap.m
ucsd_garch/Contents.m
ucsd_garch/Distributions/
ucsd_garch/Distributions/exppowcdf.m
ucsd_garch/Distributions/exppowpdf.m
ucsd_garch/Distributions/exppowrnd.m
ucsd_garch/Distributions/gedcdf.m
ucsd_garch/Distributions/gedinv.m
ucsd_garch/Distributions/gedpdf.m
ucsd_garch/Distributions/gedrnd.m
ucsd_garch/Distributions/skewtdis_cdf.m
ucsd_garch/Distributions/skewtdis_inv.m
ucsd_garch/Distributions/skewtdis_pdf.m
ucsd_garch/Distributions/skewtdis_rnd.m
ucsd_garch/Distributions/stdtdis_cdf.m
ucsd_garch/Distributions/stdtdis_pdf.m
ucsd_garch/Distributions/stdtdis_rnd.m
ucsd_garch/fx.mat
ucsd_garch/Garch/
ucsd_garch/Garch/armaxfilter.m
ucsd_garch/Garch/armaxfilter_likelihood.m
ucsd_garch/Garch/armaxsimulate.m
ucsd_garch/Garch/egarch.m
ucsd_garch/Garch/egarchcore.m
ucsd_garch/Garch/egarchEstLikelihood.m
ucsd_garch/Garch/egarchlikelihood.m
ucsd_garch/Garch/egarchsimulate.m
ucsd_garch/Garch/egarchX.m
ucsd_garch/Garch/egarchXcore.m
ucsd_garch/Garch/egarchXEstLikelihood.m
ucsd_garch/Garch/egarchXLikelihood.m
ucsd_garch/Garch/fattailed_garch.m
ucsd_garch/Garch/fattailed_garch2.m
ucsd_garch/Garch/fattailed_garchlikelihood.m
ucsd_garch/Garch/fattailed_garchlikelihood2.m
ucsd_garch/Garch/fattailed_garchsimulate.m
ucsd_garch/Garch/garchcore.m
ucsd_garch/Garch/garchcore2.m
ucsd_garch/Garch/garcheviewscon.m
ucsd_garch/Garch/garcheviewslikelihood.m
ucsd_garch/Garch/garcheviewssimulate.m
ucsd_garch/Garch/garchgrad.m
ucsd_garch/Garch/garchinmean.m
ucsd_garch/Garch/garchinmeancore.m
ucsd_garch/Garch/garchinmeanlikelihood.m
ucsd_garch/Garch/garchinmeansimulate.m
ucsd_garch/Garch/garchlikelihood.m
ucsd_garch/Garch/garchpq.m
ucsd_garch/Garch/garchpq_eviews.m
ucsd_garch/Garch/garchsimulate.m
ucsd_garch/Garch/lagmatrix.m
ucsd_garch/Garch/mafilter.m
ucsd_garch/Garch/maxcore.m
ucsd_garch/Garch/maxfilter_likelihood.m
ucsd_garch/Garch/multigarch.asv
ucsd_garch/Garch/multigarch.m
ucsd_garch/Garch/multigarchcore.m
ucsd_garch/Garch/multigarchSimulate.m
ucsd_garch/Garch/multigarch_likelihood.m
ucsd_garch/Garch/multi_garch_constraints.m
ucsd_garch/Garch/multi_garch_paramsetup.m
ucsd_garch/Garch/newlagmatrix.m
ucsd_garch/Garch/skewtdis_LL.m
ucsd_garch/Garch/skewt_garch.m
ucsd_garch/Garch/skewt_garchlikelihood.m
ucsd_garch/Garch/tarch.m
ucsd_garch/Garch/tarchlikelihood.m
ucsd_garch/hessian_2sided.m
ucsd_garch/Kernel Estimation/
ucsd_garch/Kernel Estimation/cosinus.m
ucsd_garch/Kernel Estimation/epanechnikov.m
ucsd_garch/Kernel Estimation/kern_dens_contour.m
ucsd_garch/Kernel Estimation/kern_dens_plot.m
ucsd_garch/Kernel Estimation/kern_dens_plot2.m
ucsd_garch/Kernel Estimation/normal.m
ucsd_garch/Kernel Estimation/quartic.m
ucsd_garch/Kernel Estimation/triangular.m
ucsd_garch/Kernel Estimation/triweight.m
ucsd_garch/Kernel Estimation/uniform.m
ucsd_garch/license.txt
ucsd_garch/MEX Source/
ucsd_garch/MEX Source/egarchcore.c
ucsd_garch/MEX Source/egarchXcore.c
ucsd_garch/MEX Source/garchcore.c
ucsd_garch/MEX Source/garchgrad.c
ucsd_garch/MEX Source/garchinmeancore.c
ucsd_garch/MEX Source/ivech.c
ucsd_garch/MEX Source/maxcore.c
ucsd_garch/MEX Source/multigarchcore.c
ucsd_garch/MEX Source/recserarcore.c
ucsd_garch/MEX Source/simgarchcore.c
ucsd_garch/MEX Source/tarchcore.c
ucsd_garch/MEX Source/vech.c
ucsd_garch/MV Garch/
ucsd_garc
ucsd_garch/5.3 Win32 Binaries/
ucsd_garch/5.3 Win32 Binaries/egarchcore.dll
ucsd_garch/5.3 Win32 Binaries/garchcore.dll
ucsd_garch/5.3 Win32 Binaries/garchgrad.dll
ucsd_garch/5.3 Win32 Binaries/garchinmeancore.dll
ucsd_garch/5.3 Win32 Binaries/ivech.dll
ucsd_garch/5.3 Win32 Binaries/maxcore.dll
ucsd_garch/5.3 Win32 Binaries/multigarchcore.dll
ucsd_garch/5.3 Win32 Binaries/recserarcore.dll
ucsd_garch/5.3 Win32 Binaries/tarchcore.dll
ucsd_garch/5.3 Win32 Binaries/vech.dll
ucsd_garch/6.0 Win32 Binaries/
ucsd_garch/6.0 Win32 Binaries/egarchcore.dll
ucsd_garch/6.0 Win32 Binaries/egarchXcore.dll
ucsd_garch/6.0 Win32 Binaries/garchcore.dll
ucsd_garch/6.0 Win32 Binaries/garchgrad.dll
ucsd_garch/6.0 Win32 Binaries/garchinmeancore.dll
ucsd_garch/6.0 Win32 Binaries/ivech.dll
ucsd_garch/6.0 Win32 Binaries/maxcore.dll
ucsd_garch/6.0 Win32 Binaries/multigarchcore.dll
ucsd_garch/6.0 Win32 Binaries/recserarcore.dll
ucsd_garch/6.0 Win32 Binaries/simgarchcore.dll
ucsd_garch/6.0 Win32 Binaries/tarchcore.dll
ucsd_garch/6.0 Win32 Binaries/vech.dll
ucsd_garch/7.x Win32 Binaries/
ucsd_garch/7.x Win32 Binaries/egarchcore.mexw32
ucsd_garch/7.x Win32 Binaries/egarchXcore.mexw32
ucsd_garch/7.x Win32 Binaries/garchcore.mexw32
ucsd_garch/7.x Win32 Binaries/garchgrad.mexw32
ucsd_garch/7.x Win32 Binaries/garchinmeancore.mexw32
ucsd_garch/7.x Win32 Binaries/ivech.mexw32
ucsd_garch/7.x Win32 Binaries/maxcore.mexw32
ucsd_garch/7.x Win32 Binaries/multigarchcore.mexw32
ucsd_garch/7.x Win32 Binaries/recserarcore.mexw32
ucsd_garch/7.x Win32 Binaries/simgarchcore.mexw32
ucsd_garch/7.x Win32 Binaries/tarchcore.mexw32
ucsd_garch/7.x Win32 Binaries/vech.mexw32
ucsd_garch/BootStrap/
ucsd_garch/BootStrap/block_bootstrap.m
ucsd_garch/BootStrap/bsds.m
ucsd_garch/BootStrap/bsds_studentized.m
ucsd_garch/BootStrap/cont_bootstrap.m
ucsd_garch/BootStrap/stationary_bootstrap.m
ucsd_garch/Contents.m
ucsd_garch/Distributions/
ucsd_garch/Distributions/exppowcdf.m
ucsd_garch/Distributions/exppowpdf.m
ucsd_garch/Distributions/exppowrnd.m
ucsd_garch/Distributions/gedcdf.m
ucsd_garch/Distributions/gedinv.m
ucsd_garch/Distributions/gedpdf.m
ucsd_garch/Distributions/gedrnd.m
ucsd_garch/Distributions/skewtdis_cdf.m
ucsd_garch/Distributions/skewtdis_inv.m
ucsd_garch/Distributions/skewtdis_pdf.m
ucsd_garch/Distributions/skewtdis_rnd.m
ucsd_garch/Distributions/stdtdis_cdf.m
ucsd_garch/Distributions/stdtdis_pdf.m
ucsd_garch/Distributions/stdtdis_rnd.m
ucsd_garch/fx.mat
ucsd_garch/Garch/
ucsd_garch/Garch/armaxfilter.m
ucsd_garch/Garch/armaxfilter_likelihood.m
ucsd_garch/Garch/armaxsimulate.m
ucsd_garch/Garch/egarch.m
ucsd_garch/Garch/egarchcore.m
ucsd_garch/Garch/egarchEstLikelihood.m
ucsd_garch/Garch/egarchlikelihood.m
ucsd_garch/Garch/egarchsimulate.m
ucsd_garch/Garch/egarchX.m
ucsd_garch/Garch/egarchXcore.m
ucsd_garch/Garch/egarchXEstLikelihood.m
ucsd_garch/Garch/egarchXLikelihood.m
ucsd_garch/Garch/fattailed_garch.m
ucsd_garch/Garch/fattailed_garch2.m
ucsd_garch/Garch/fattailed_garchlikelihood.m
ucsd_garch/Garch/fattailed_garchlikelihood2.m
ucsd_garch/Garch/fattailed_garchsimulate.m
ucsd_garch/Garch/garchcore.m
ucsd_garch/Garch/garchcore2.m
ucsd_garch/Garch/garcheviewscon.m
ucsd_garch/Garch/garcheviewslikelihood.m
ucsd_garch/Garch/garcheviewssimulate.m
ucsd_garch/Garch/garchgrad.m
ucsd_garch/Garch/garchinmean.m
ucsd_garch/Garch/garchinmeancore.m
ucsd_garch/Garch/garchinmeanlikelihood.m
ucsd_garch/Garch/garchinmeansimulate.m
ucsd_garch/Garch/garchlikelihood.m
ucsd_garch/Garch/garchpq.m
ucsd_garch/Garch/garchpq_eviews.m
ucsd_garch/Garch/garchsimulate.m
ucsd_garch/Garch/lagmatrix.m
ucsd_garch/Garch/mafilter.m
ucsd_garch/Garch/maxcore.m
ucsd_garch/Garch/maxfilter_likelihood.m
ucsd_garch/Garch/multigarch.asv
ucsd_garch/Garch/multigarch.m
ucsd_garch/Garch/multigarchcore.m
ucsd_garch/Garch/multigarchSimulate.m
ucsd_garch/Garch/multigarch_likelihood.m
ucsd_garch/Garch/multi_garch_constraints.m
ucsd_garch/Garch/multi_garch_paramsetup.m
ucsd_garch/Garch/newlagmatrix.m
ucsd_garch/Garch/skewtdis_LL.m
ucsd_garch/Garch/skewt_garch.m
ucsd_garch/Garch/skewt_garchlikelihood.m
ucsd_garch/Garch/tarch.m
ucsd_garch/Garch/tarchlikelihood.m
ucsd_garch/hessian_2sided.m
ucsd_garch/Kernel Estimation/
ucsd_garch/Kernel Estimation/cosinus.m
ucsd_garch/Kernel Estimation/epanechnikov.m
ucsd_garch/Kernel Estimation/kern_dens_contour.m
ucsd_garch/Kernel Estimation/kern_dens_plot.m
ucsd_garch/Kernel Estimation/kern_dens_plot2.m
ucsd_garch/Kernel Estimation/normal.m
ucsd_garch/Kernel Estimation/quartic.m
ucsd_garch/Kernel Estimation/triangular.m
ucsd_garch/Kernel Estimation/triweight.m
ucsd_garch/Kernel Estimation/uniform.m
ucsd_garch/license.txt
ucsd_garch/MEX Source/
ucsd_garch/MEX Source/egarchcore.c
ucsd_garch/MEX Source/egarchXcore.c
ucsd_garch/MEX Source/garchcore.c
ucsd_garch/MEX Source/garchgrad.c
ucsd_garch/MEX Source/garchinmeancore.c
ucsd_garch/MEX Source/ivech.c
ucsd_garch/MEX Source/maxcore.c
ucsd_garch/MEX Source/multigarchcore.c
ucsd_garch/MEX Source/recserarcore.c
ucsd_garch/MEX Source/simgarchcore.c
ucsd_garch/MEX Source/tarchcore.c
ucsd_garch/MEX Source/vech.c
ucsd_garch/MV Garch/
ucsd_garc
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