文件名称:GarchTest
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- 上传时间：2012-11-16
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文件大小：110.57kb
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已下载：1次
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Demo of some Garch models, include ugarch, dcc-garch, ica-garch, and neural network garch, and ica-nn-garch. the last two model are proposaed by me
(系统自动生成,下载前可以参看下载内容)
下载文件列表
GTPackage/garchtest.m
GTPackage/mygarch/data/AIG.txt
GTPackage/mygarch/data/IBM.txt
GTPackage/mygarch/data/IMO.txt
GTPackage/mygarch/data/MSF.txt
GTPackage/mygarch/data/myVaR.m
GTPackage/mygarch/data/network.mat
GTPackage/mygarch/data/tempHt.mat
GTPackage/mygarch/data/UXG.txt
GTPackage/mygarch/data/WMT.txt
GTPackage/mygarch/mfiles/icagarch.m
GTPackage/mygarch/mfiles/myChrisIndeTest.m
GTPackage/mygarch/mfiles/myKupiec.m
GTPackage/mygarch/mfiles/myPOFTest.m
GTPackage/mygarch/mfiles/myTUFFTest.m
GTPackage/mygarch/data
GTPackage/mygarch/mfiles
GTPackage/mygarch
GTPackage
GTPackage/mygarch/data/AIG.txt
GTPackage/mygarch/data/IBM.txt
GTPackage/mygarch/data/IMO.txt
GTPackage/mygarch/data/MSF.txt
GTPackage/mygarch/data/myVaR.m
GTPackage/mygarch/data/network.mat
GTPackage/mygarch/data/tempHt.mat
GTPackage/mygarch/data/UXG.txt
GTPackage/mygarch/data/WMT.txt
GTPackage/mygarch/mfiles/icagarch.m
GTPackage/mygarch/mfiles/myChrisIndeTest.m
GTPackage/mygarch/mfiles/myKupiec.m
GTPackage/mygarch/mfiles/myPOFTest.m
GTPackage/mygarch/mfiles/myTUFFTest.m
GTPackage/mygarch/data
GTPackage/mygarch/mfiles
GTPackage/mygarch
GTPackage
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