搜索资源列表
SAScodeForARCHGARCH
- SAS估计garch，arch类模型，适合于金融工作者使用
garchtoolbox
- 详细介绍garch模型及其matlab实现
ucsd_garch
- garch工具包，种类比较齐，可以处理非正分布，相关性，多元garch等问题
garch_improved
- garch financial ebook
garch
- 灰色控制 灰色控制 matlab
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
GARCHModels
- This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of
fgarch
- 利用Garch模型 预测 可以进行经济数据预测处理-Using Garch model to predict economic data can predict treatment
GARCHmodelsparameterEstimation
- 用GARCH模型对时间序列进行预测，包括建模过程，数据处理，阶数确定以及最小二乘估计参数-GARCH models and parameter estimated by LM
tsdata
- This file contains WinRATS codes and Eviews data sets for time-series econometrics. Univariate, ARCH, GARCH, VAR, SVAR, and so on.
SFElikgarch
- 该程序代码，可以用于计算和描绘广义自回归异方差过程的条件对数似然函数。-SFElikgarch computes and plots values of the conditional log-likelihood function of a simulated GARCH(1,1) process
a322
- 基于GARCH族模型对中国股市波动的分析与预测.-GARCH based model for Chinese stock market analysis and forecast.
J
- I wrote these functions for GARCH(1,1) estimation with variance targeting. They should be used TOGETHER with the MFEToolbox available at http://www.kevinsheppard.com/wiki/MFE_Toolbox.
Marcucci_Programs_and_Data
- Marcucci_Programs_and_Data for MRS—GARCH
R
- 金融时间序列分析上证指数的GARCH模型R语言代码，可用于研究股票的波动性和预测。(The GARCH model R language code of the Shanghai Stock Exchange Index for financial time series analysis can be used to study the volatility and prediction of stocks.)
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
566379dc.m
- dcc-garch的matlab代码，可以直接运行(matlab)
Copula-CoVaR R 操作说明 zhang
- GARCH-Copula-VaR R代码操作说明(GARCH-Copula-VaR R code)
R语言GARCH模型
- 用R语言建立GARCH模型，希望它可以帮助那些努力学习R的小伙伴们