搜索资源列表
GARCH-Matlab
- 2.多元GARCH模型预测的Matlab程序
garch
- 灰色控制 灰色控制 matlab
matlab编写的计量经济学工具箱
- matlab编写的计量经济学工具箱，包括线性及非线性回归，GARCH模型及VAR模型的建立等。,EconometricsToolbox by matlab
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.
garch_like.rar
- Garch模型的最大似然估计方法，基于MATLAB程序。,Garch model of maximum likelihood estimation method, based on the MATLAB program.
GARch_Ucsd.rar
- Ucsd编写的matlab的GARCH模型分析与预测。包括两个安装包和安装说明（各种matlab版本都有），很详细。主要是好多网上其他无法运行，这个步骤我刚刚试试过，可以运行，,UCSD matlab prepared the GARCH model analysis and forecast. Includes two installation package and installation instructions (there are a variety of matlab versio
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.
garchkit_20041121
- 一个估计garch（1,1）的matlab程序-matlab code for estimating garch（1,1）
ACD_Models_FEX
- matlab garch tool box.rar matlab garch tool box.rar-matlab garch tool box.rarmatlab garch tool box.rarmatlab garch tool box.rar
qmle
- the text file QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model
GARCH
- GARCH建模实例讲解。一个完整的程序示例，以供学习。-GARCH model
Ucsd_garch
- Matlab toolbox for Garch and -Matlab toolbox for Garch and ...
GARCH
- 这回garch模型在matlab中的代码-This time garch model in matlab code
HW3
- MATLAB Garch using example
Garch-Toolbox-for-Matlab
- GARCH Toolbox for Matlab, developed by James LeSage.
arbitrage
- matlab 套利，garch(1,1)求波动率-matlab garch(1,1)
GARCH
- Garch matlab code to develop the image processing task
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)
hw
- 实现REALIZED GARCH model(Realize RGARCH model)
markov garch
- 马尔科夫状态转换的GARCH类模型用matlab程序代码做实证 ms-garch(The GARCH model of Markov state transition is empirically done with matlab code ms-garch)