文件名称:Garch6
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- 上传时间:2012-09-04
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文件大小:3.59mb
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已下载:0次
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G@RCH6程序 实现FIGARCH等模型建模。-G @ RCH6 achieve FIGARCH and other modeling programs.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
Garch6/
Garch6/.DS_Store
__MACOSX/
__MACOSX/Garch6/
__MACOSX/Garch6/._.DS_Store
Garch6/data/
Garch6/data/cac40.bn7
__MACOSX/Garch6/data/
__MACOSX/Garch6/data/._cac40.bn7
Garch6/data/cac40.in7
__MACOSX/Garch6/data/._cac40.in7
Garch6/data/cac40.xls
__MACOSX/Garch6/data/._cac40.xls
Garch6/data/DJNQ.xls
__MACOSX/Garch6/data/._DJNQ.xls
Garch6/data/FX_USD_1990_1994.bn7
__MACOSX/Garch6/data/._FX_USD_1990_1994.bn7
Garch6/data/FX_USD_1990_1994.in7
__MACOSX/Garch6/data/._FX_USD_1990_1994.in7
Garch6/data/nasdaq.bn7
__MACOSX/Garch6/data/._nasdaq.bn7
Garch6/data/nasdaq.in7
__MACOSX/Garch6/data/._nasdaq.in7
Garch6/data/nasdaq.xls
__MACOSX/Garch6/data/._nasdaq.xls
Garch6/data/TXCH.xls
__MACOSX/Garch6/data/._TXCH.xls
Garch6/garch.dll
__MACOSX/Garch6/._garch.dll
Garch6/garch.h
Garch6/garch.oxo
__MACOSX/Garch6/._garch.oxo
Garch6/garch.so
__MACOSX/Garch6/._garch.so
Garch6/garch_64.dll
__MACOSX/Garch6/._garch_64.dll
Garch6/garch_64.so
__MACOSX/Garch6/._garch_64.so
Garch6/garch_osx.so
__MACOSX/Garch6/._garch_osx.so
Garch6/maxsa.oxo
__MACOSX/Garch6/._maxsa.oxo
Garch6/readmeGarch6.txt
__MACOSX/Garch6/._readmeGarch6.txt
Garch6/samples/
Garch6/samples/.DS_Store
__MACOSX/Garch6/samples/
__MACOSX/Garch6/samples/._.DS_Store
Garch6/samples/FFF.ox
__MACOSX/Garch6/samples/._FFF.ox
Garch6/samples/Forecast.ox
__MACOSX/Garch6/samples/._Forecast.ox
Garch6/samples/GarchEstim.ox
Garch6/samples/GarchEstim_Dated_Database.ox
__MACOSX/Garch6/samples/._GarchEstim_Dated_Database.ox
Garch6/samples/GarchEstim_Globals.ox
__MACOSX/Garch6/samples/._GarchEstim_Globals.ox
Garch6/samples/GarchEstim_Modified.ox
__MACOSX/Garch6/samples/._GarchEstim_Modified.ox
Garch6/samples/GarchEstim_Riskmetrics.ox
__MACOSX/Garch6/samples/._GarchEstim_Riskmetrics.ox
Garch6/samples/Oxgauss/
Garch6/samples/Oxgauss/GarchEstim.ox
__MACOSX/Garch6/samples/Oxgauss/
__MACOSX/Garch6/samples/Oxgauss/._GarchEstim.ox
Garch6/samples/Oxgauss/gaussprocs.h
__MACOSX/Garch6/samples/Oxgauss/._gaussprocs.h
Garch6/samples/Oxgauss/gaussprocs.src
__MACOSX/Garch6/samples/Oxgauss/._gaussprocs.src
Garch6/samples/Simul_Continuous_GARCH.ox
__MACOSX/Garch6/samples/._Simul_Continuous_GARCH.ox
Garch6/samples/Simul_Continuous_GARCH_Jumps.ox
__MACOSX/Garch6/samples/._Simul_Continuous_GARCH_Jumps.ox
Garch6/samples/Simul_Continuous_GARCH_Jumps_JumpDetection_LeeMykland.ox
__MACOSX/Garch6/samples/._Simul_Continuous_GARCH_Jumps_JumpDetection_LeeMykland.ox
Garch6/samples/Simul_Continuous_GARCH_R2.ox
__MACOSX/Garch6/samples/._Simul_Continuous_GARCH_R2.ox
Garch6/samples/Simul_Continuous_GARCH_RV.ox
__MACOSX/Garch6/samples/._Simul_Continuous_GARCH_RV.ox
Garch6/samples/Simul_Garch.ox
__MACOSX/Garch6/samples/._Simul_Garch.ox
Garch6/samples/Simul_Wiener.ox
__MACOSX/Garch6/samples/._Simul_Wiener.ox
Garch6/samples/Simulation_Q.ox
__MACOSX/Garch6/samples/._Simulation_Q.ox
Garch6/samples/Simulation_RBD_TSE.ox
__MACOSX/Garch6/samples/._Simulation_RBD_TSE.ox
Garch6/samples/Simulation_RS.ox
__MACOSX/Garch6/samples/._Simulation_RS.ox
Garch6/samples/Simulation_Runs.ox
__MACOSX/Garch6/samples/._Simulation_Runs.ox
Garch6/samples/Simulation_VR.ox
__MACOSX/Garch6/samples/._Simulation_VR.ox
Garch6/samples/Simulation_VR_GARCH.ox
__MACOSX/Garch6/samples/._Simulation_VR_GARCH.ox
Garch6/samples/StartValues_Bounds.ox
__MACOSX/Garch6/samples/._StartValues_Bounds.ox
Garch6/samples/Stat_Constr_FIGARCH.ox
__MACOSX/Garch6/samples/._Stat_Constr_FIGARCH.ox
Garch6/samples/Stat_Constr_FIGARCH_Conrad_Haag_Check.ox
__MACOSX/Garch6/samples/._Stat_Constr_FIGARCH_Conrad_Haag_Check.ox
Garch6/samples/Stat_Constr_FIGARCH_Conrad_Haag_Impose.ox
__MACOSX/Garch6/samples/._Stat_Constr_FIGARCH_Conrad_Haag_Impose.ox
Garch6/samples/Stat_Constr_GARCH.ox
__MACOSX/Garch6/samples/._Stat_Constr_GARCH.ox
Garch6/samples/Stat_Constr_HYGARCH_Conrad_Check.ox
__MACOSX/Garch6/samples/._Stat_Constr_HYGARCH_Conrad_Check.ox
Garch6/samples/Stat_Constr_HYGARCH_Conrad_Impose.ox
__MACOSX/Garch6/samples/._Stat_Constr_HYGARCH_Conrad_Impose.ox
Garch6/samples/Stationarity_constr.ox
__MACOSX/Garch6/samples/._Stationarity_constr.ox
Garch6/samples/Tests.ox
__MACOSX/Garch6/samples/._Tests.ox
Garch6/samples/UR_TESTS.ox
__MACOSX/Garch6/samples/._UR_TESTS.ox
Garch6/samples/VaR_insample.ox
__MACOSX/Garch6/samples/._VaR_insample.ox
Garch6/samples/VaR_outofsample.ox
__MACOSX/Garch6/samples/._VaR_outofsample.ox
Garch6/samples/Variance_Targeting.ox
__MACOSX/Garch6/samples/._Variance_Targeting.ox
Garch6/.DS_Store
__MACOSX/
__MACOSX/Garch6/
__MACOSX/Garch6/._.DS_Store
Garch6/data/
Garch6/data/cac40.bn7
__MACOSX/Garch6/data/
__MACOSX/Garch6/data/._cac40.bn7
Garch6/data/cac40.in7
__MACOSX/Garch6/data/._cac40.in7
Garch6/data/cac40.xls
__MACOSX/Garch6/data/._cac40.xls
Garch6/data/DJNQ.xls
__MACOSX/Garch6/data/._DJNQ.xls
Garch6/data/FX_USD_1990_1994.bn7
__MACOSX/Garch6/data/._FX_USD_1990_1994.bn7
Garch6/data/FX_USD_1990_1994.in7
__MACOSX/Garch6/data/._FX_USD_1990_1994.in7
Garch6/data/nasdaq.bn7
__MACOSX/Garch6/data/._nasdaq.bn7
Garch6/data/nasdaq.in7
__MACOSX/Garch6/data/._nasdaq.in7
Garch6/data/nasdaq.xls
__MACOSX/Garch6/data/._nasdaq.xls
Garch6/data/TXCH.xls
__MACOSX/Garch6/data/._TXCH.xls
Garch6/garch.dll
__MACOSX/Garch6/._garch.dll
Garch6/garch.h
Garch6/garch.oxo
__MACOSX/Garch6/._garch.oxo
Garch6/garch.so
__MACOSX/Garch6/._garch.so
Garch6/garch_64.dll
__MACOSX/Garch6/._garch_64.dll
Garch6/garch_64.so
__MACOSX/Garch6/._garch_64.so
Garch6/garch_osx.so
__MACOSX/Garch6/._garch_osx.so
Garch6/maxsa.oxo
__MACOSX/Garch6/._maxsa.oxo
Garch6/readmeGarch6.txt
__MACOSX/Garch6/._readmeGarch6.txt
Garch6/samples/
Garch6/samples/.DS_Store
__MACOSX/Garch6/samples/
__MACOSX/Garch6/samples/._.DS_Store
Garch6/samples/FFF.ox
__MACOSX/Garch6/samples/._FFF.ox
Garch6/samples/Forecast.ox
__MACOSX/Garch6/samples/._Forecast.ox
Garch6/samples/GarchEstim.ox
Garch6/samples/GarchEstim_Dated_Database.ox
__MACOSX/Garch6/samples/._GarchEstim_Dated_Database.ox
Garch6/samples/GarchEstim_Globals.ox
__MACOSX/Garch6/samples/._GarchEstim_Globals.ox
Garch6/samples/GarchEstim_Modified.ox
__MACOSX/Garch6/samples/._GarchEstim_Modified.ox
Garch6/samples/GarchEstim_Riskmetrics.ox
__MACOSX/Garch6/samples/._GarchEstim_Riskmetrics.ox
Garch6/samples/Oxgauss/
Garch6/samples/Oxgauss/GarchEstim.ox
__MACOSX/Garch6/samples/Oxgauss/
__MACOSX/Garch6/samples/Oxgauss/._GarchEstim.ox
Garch6/samples/Oxgauss/gaussprocs.h
__MACOSX/Garch6/samples/Oxgauss/._gaussprocs.h
Garch6/samples/Oxgauss/gaussprocs.src
__MACOSX/Garch6/samples/Oxgauss/._gaussprocs.src
Garch6/samples/Simul_Continuous_GARCH.ox
__MACOSX/Garch6/samples/._Simul_Continuous_GARCH.ox
Garch6/samples/Simul_Continuous_GARCH_Jumps.ox
__MACOSX/Garch6/samples/._Simul_Continuous_GARCH_Jumps.ox
Garch6/samples/Simul_Continuous_GARCH_Jumps_JumpDetection_LeeMykland.ox
__MACOSX/Garch6/samples/._Simul_Continuous_GARCH_Jumps_JumpDetection_LeeMykland.ox
Garch6/samples/Simul_Continuous_GARCH_R2.ox
__MACOSX/Garch6/samples/._Simul_Continuous_GARCH_R2.ox
Garch6/samples/Simul_Continuous_GARCH_RV.ox
__MACOSX/Garch6/samples/._Simul_Continuous_GARCH_RV.ox
Garch6/samples/Simul_Garch.ox
__MACOSX/Garch6/samples/._Simul_Garch.ox
Garch6/samples/Simul_Wiener.ox
__MACOSX/Garch6/samples/._Simul_Wiener.ox
Garch6/samples/Simulation_Q.ox
__MACOSX/Garch6/samples/._Simulation_Q.ox
Garch6/samples/Simulation_RBD_TSE.ox
__MACOSX/Garch6/samples/._Simulation_RBD_TSE.ox
Garch6/samples/Simulation_RS.ox
__MACOSX/Garch6/samples/._Simulation_RS.ox
Garch6/samples/Simulation_Runs.ox
__MACOSX/Garch6/samples/._Simulation_Runs.ox
Garch6/samples/Simulation_VR.ox
__MACOSX/Garch6/samples/._Simulation_VR.ox
Garch6/samples/Simulation_VR_GARCH.ox
__MACOSX/Garch6/samples/._Simulation_VR_GARCH.ox
Garch6/samples/StartValues_Bounds.ox
__MACOSX/Garch6/samples/._StartValues_Bounds.ox
Garch6/samples/Stat_Constr_FIGARCH.ox
__MACOSX/Garch6/samples/._Stat_Constr_FIGARCH.ox
Garch6/samples/Stat_Constr_FIGARCH_Conrad_Haag_Check.ox
__MACOSX/Garch6/samples/._Stat_Constr_FIGARCH_Conrad_Haag_Check.ox
Garch6/samples/Stat_Constr_FIGARCH_Conrad_Haag_Impose.ox
__MACOSX/Garch6/samples/._Stat_Constr_FIGARCH_Conrad_Haag_Impose.ox
Garch6/samples/Stat_Constr_GARCH.ox
__MACOSX/Garch6/samples/._Stat_Constr_GARCH.ox
Garch6/samples/Stat_Constr_HYGARCH_Conrad_Check.ox
__MACOSX/Garch6/samples/._Stat_Constr_HYGARCH_Conrad_Check.ox
Garch6/samples/Stat_Constr_HYGARCH_Conrad_Impose.ox
__MACOSX/Garch6/samples/._Stat_Constr_HYGARCH_Conrad_Impose.ox
Garch6/samples/Stationarity_constr.ox
__MACOSX/Garch6/samples/._Stationarity_constr.ox
Garch6/samples/Tests.ox
__MACOSX/Garch6/samples/._Tests.ox
Garch6/samples/UR_TESTS.ox
__MACOSX/Garch6/samples/._UR_TESTS.ox
Garch6/samples/VaR_insample.ox
__MACOSX/Garch6/samples/._VaR_insample.ox
Garch6/samples/VaR_outofsample.ox
__MACOSX/Garch6/samples/._VaR_outofsample.ox
Garch6/samples/Variance_Targeting.ox
__MACOSX/Garch6/samples/._Variance_Targeting.ox
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