搜索资源列表
garchtoolbox
- 详细介绍garch模型及其matlab实现
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
full_bekk_mvgarch
- 多元GARCH的Matlab程序，用于计算GRACH(y,p,q)-Multivariate GARCH in Matlab
Ggarch_liikea
- Garch模型的最大似然估计计方法，基于MATLAB程序。 -The Garch model the maximum likelihood estimator design methodology, based on the MATLAB program.
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
DCCGARCH
- 多元garch估计，牛津大学sheppard教授写的五个m文件，用来估计参数。-dcc-garch model matlab code
msimGARCH
- 综合使用EViews（统计软件）与Matlab实现广义自回归条件异方差模型(GARCH)的模拟、估计与预测-Integrated use EViews (statistical software) and Matlab achieve generalized autoregressive conditional heteroskedasticity model simulations, estimates and projections
HW3
- MATLAB Garch using example
33Example_Fit_Multi_GARCH
- estimate AR-GARCH model example program based on Perlin s Matlab code
arbitrage
- matlab 套利，garch(1,1)求波动率-matlab garch(1,1)
MS_Regress_Fit1
- 通过matlab实现MS-GARCH的极大似然估计-likelihood of MS-GARCH model through matlab
MS_Regress_Sim
- 通过matlab软件编辑加入马尔科夫转换机制的GARCH模型的极大似然估计-likelihood of markov regime swithing GARCH model through matlab
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
jplv7
- MATLAB jplv7压缩包，内涵GARCH/SPACE等运行code
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。
566379dc.m
- dcc-garch的matlab代码，可以直接运行(matlab)