搜索资源列表
examples
- garch examples, worth reading , especially graduated students majored in mathematical finance-garch
7.x-Garch-Toolbox
- matlab garch工具包 非常智能-matlab garch kit is very smart
GARCH_n[1]
- Estimates a GARCH(1,1) under the normality assumption
Regarch
- 本文引入随机环境干扰,将非线性时间序列GARCH模型推广为REGARCH模型,并讨论REGARCH模型的几何遍历性及伴随几何遍历性-By introducing random environmental disturbance, the nonlinear time series model to the REGARCH GARCH model, and discuss REGARCH model with the geometric ergodicity and geometric ergod
garch-Finance
- 金融工程中C++程序实现Garch函数，Take in HistoricSpots and return variance-Financial engineering program in C++ implementation Garch function, Take in HistoricSpots and return variance
ucsd-garch
- ucsd_garch模型，可以应用DCC-GARCH等，统计，经济学等必备-ucsd_garch models in matlab
matlab-garch
- GARCH模型，用于时间序列金融模型分析工具-garch model
ARIMA-GARCH
- 工业品出厂价格指数（PPI）案例分析 （ARIMA-GARCH模型） -Ex-Factory Price Indices of Industrial Products
gf
- GARCH模型是一个专门针对金融数据所量体订做的回归模型，除去和普通回归模型相同的之处，GARCH对误差的方差进行了进一步的建模。特别适用于波动性的分析和预测，这样的分析对投资者的决策能起到非常重要的指导性作用，其意义很多时候超过了对数值本身的分析和预测。(The GARCH model is a regression model specially designed for the measurement of financial data. In addition to the common
Garch
- 对时间序列模型Garch模型进行建模的R语言代码(R code for time series modeling of Garch Family)
Ucsd_garch
- ucsd garch matlab soft
Copula——GARCH
- Copula——GARCH算法 用于最优投资组合优化问题(For optimal portfolio optimization problems)
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..)
GARCH
- Implement the univariate GARCH family model
MSGARCH_2.0.tar
- this is r code for garch regime switching modeling
garchfit
- Garch fit function for MatLab use
garch
- garch original function for matlab
garch mle
- garch mle parameter estimate
BEKK-GARCH模型之Matlab编程
- 建立bekk-garch模型，用于时间建序列的分析(Establishment of bekk-garch model for UShi sequence analysis)
Arma-Garch-Copula
- garch copula 带论文和code例句(garch copula with paper and code)