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EstimateVol
- 使用多种方法预测股市的变化率 Estimate Volatility using different methods-Estimate Volatility using different methods
HW7
- 欧式期权的定价,利用几何布朗运动,包括置信区间的估计!-European option pricing, the use of geometric Brownian motion, including the confidence interval estimate!
1-s2.0-S0264999314001746-main
- 论文:Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns-The relations between institutional investors behavior and futures returns are examined in this study. Evidence suggests that ne
univariate
- GARCH模型的matlab程序,使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)