搜索资源列表
qmle
- the text file QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model
examples
- garch examples, worth reading , especially graduated students majored in mathematical finance-garch
GarchTest
- Demo of some Garch models, include ugarch, dcc-garch, ica-garch, and neural network garch, and ica-nn-garch. the last two model are proposaed by me
ARMA
- ARMA model. GARCH. stitionary. LBQtest.
GARCH
- 这回garch模型在matlab中的代码-This time garch model in matlab code
Garch-Toolbox-for-Matlab
- GARCH Toolbox for Matlab, developed by James LeSage.
ucsd-garch
- ucsd_garch模型，可以应用DCC-GARCH等，统计，经济学等必备-ucsd_garch models in matlab
matlab-garch
- GARCH模型，用于时间序列金融模型分析工具-garch model
VaR-EWMA& Historical simulation
- 用EWMA（garch（1，1））模型进行计算，rolling window的形式(use the method of rolling window size equals to 250, adopt EWMA model which also calls Garch(1,1) to calculate the Value at Risk)
garchfit
- Garch fit function for MatLab use
garchget
- Garch get function for matlab use
garchset
- Garch set function for matlab
diffuseblm
- garch example for matlab use
1
- Pay online to activate your account)
spec
- ESTIMATION OF GARCH ARCH USNG MATLAB
ucsd_garch
- 用于GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH等GARCH类模型的估计。(GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH)
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.)
winrats
- 如何用winrats做garch-bekk模型(how to use winrats creat garch-bekk)
hw
- 实现REALIZED GARCH model(Realize RGARCH model)
R BETA GARCH
- 论文复制的代码Peter R. Hansen, Asger Lunde, and Valeri Voev, "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility," Journal of Applied Econometrics, Vol. 29, No. 5, 2014, pp. 774-799. The file hlv-progs.zip