搜索资源列表
7.x-Garch-Toolbox
- matlab garch工具包 非常智能-matlab garch kit is very smart
jplv7
- garch工具箱 估计garch模型和garch参数。-garch toolbox very powerful useful toolbox recommended! ! !
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
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)