搜索资源列表
GARCH-model-toolbox.zip
- 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.
Dynamic_Copula_Toolbox._1
- The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines. Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are supported.
7.x-Garch-Toolbox
- matlab garch工具包 非常智能-matlab garch kit is very smart
Ucsd_garch
- Matlab toolbox for Garch and -Matlab toolbox for Garch and ...
UAGARCH
- 美国加利福尼亚大学的garch计算工具包-The GARCH toolbox from university california
MatlabFinancial-E-toolbox
- 牛津大学金融工程Matlab综合计算工具包（包括garch）-Financial engineering Matlab toolbox from Oxford university
garch-toolbox
- garch工具包，种类比较齐，可以处理非正分布，相关性，多元garch等问题 -forecasts based on routine, there is heteroscedasticity in solving the time series well.
jplv7
- garch工具箱 估计garch模型和garch参数。-garch toolbox very powerful useful toolbox recommended! ! !
Garch-Toolbox-for-Matlab
- GARCH Toolbox for Matlab, developed by James LeSage.
MFEToolbox
- matlab工具箱，可以用来处理各类garch模型，尤其是包含CCCGARCH等多元garch模型-it s a matlab toolbox that can be used to deal with all kinds of garch model, especially multivariate garch model like CCC-GARCH model
Ucsd_garch
- ucsd garch matlab soft
copula_toolbox
- garch 工具箱方便简洁，内容完美，包括模型的建立，模型的检验，模型的选择。(The garch toolbox is perfect, it include the establishment of the model, the model of the test, the choice of the model..)
MFE Toolbox
- 著名Nobel经济学奖Robert Engle教授的学生Kelvin sheppart教授一起开发的软件之一，注重于GARCH设计。加强来自Bollerslev, Tim CCC-garch的统计学.内有Bootstrap method, GJR-garch, Figarch.等Garch 的工具。(One of the software developed by Professor Kelvin sheppart, a student of the famous Nobel economics
MFE-toolbox
- Kevin Sheppard撰写的为了金融需求的Matlab工具箱。里面有丰富的金融相关模型代码，包括各种GARCH模型族、金融常用分布等。
MFEToolbox
- 最新的多元动态GARCH模型的包，是Ucsd_garch的升级版本，目前还在更新中(the latest GARCH model toolbox)
Ucsd_garch
- 使用garch模型是所需要用的相关工具箱的代码(it is the toolbox when you need to use garch model)
GARCH工具箱（包括多元）
- 该文件为MATLAB中的garch多元代码工具箱(This file is the GARCH multicode toolbox in MATLAB)