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.
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-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
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。
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)