MFE TOOLBOX，常用及经济学计算波动率(MFE TOOLBOX. In the financial statistics is widely used. A total of reference)

mfe toobox in matlab soft

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