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mrsgarchestfor_con_all
- markov switching garch
Algoritmo-EM-Expo
- Process to do Markov Switching AR
VGA2X2
- VGA显示切换功能MCU开发源代码,用于PC终端产品的显示切换实现. -VGA display switching function MCU development source code for the PC terminal product display switching implementation.
jae_92
- This is a GAUSS program. It will implement the estimation and testing procedures for a Markov switching parameter model as presented in B. Hansen "The likelihood ratio test under non-standard conditions: Testing the Markov trend model of GNP."
tetonedge-bayesf-7348d7d3ba02
- Bayesian Estimation of Markov Switching Models based on Fruehwirth-Schattner (WU-Wien).
Lab_exercise_420130522011924
- Bocconi University Exercises in Financial Econometrics for Markov-Switching Models and Financial Markets
markov-garch
- 马尔科夫区制转移的GARCH模型,能够更好地刻画金融序列区制转移的问题-Markov switching garch