搜索资源列表
GARCH-Matlab
- 2.多元GARCH模型预测的Matlab程序
GARCH
- 对GARCH－t模型参数的估计,主要是运用已有的股票数据估计参数
evaluating garch models
- garch模型的分析
Maximum likelihood estimation of GARCH
- Maximum likelihood estimation of GARCH
matlab编写的计量经济学工具箱
- matlab编写的计量经济学工具箱，包括线性及非线性回归，GARCH模型及VAR模型的建立等。,EconometricsToolbox by matlab
garch_like.rar
- Garch模型的最大似然估计方法，基于MATLAB程序。,Garch model of maximum likelihood estimation method, based on the MATLAB program.
GARch_Ucsd.rar
- Ucsd编写的matlab的GARCH模型分析与预测。包括两个安装包和安装说明（各种matlab版本都有），很详细。主要是好多网上其他无法运行，这个步骤我刚刚试试过，可以运行，,UCSD matlab prepared the GARCH model analysis and forecast. Includes two installation package and installation instructions (there are a variety of matlab versio
Dynamic_Copula_Toolbox._1
- The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines. Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are supported.
garchkit_20041121
- 一个估计garch（1,1）的matlab程序-matlab code for estimating garch（1,1）
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
GARCH_n[1]
- Estimates a GARCH(1,1) under the normality assumption
ARMA
- ARMA model. GARCH. stitionary. LBQtest.
Regarch
- 本文引入随机环境干扰,将非线性时间序列GARCH模型推广为REGARCH模型,并讨论REGARCH模型的几何遍历性及伴随几何遍历性-By introducing random environmental disturbance, the nonlinear time series model to the REGARCH GARCH model, and discuss REGARCH model with the geometric ergodicity and geometric ergod
Bootstrapping-Fuzzy-GARCH-Regressions-on-the-Day-
- Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns
Ucsd_garch
- Matlab toolbox for Garch and -Matlab toolbox for Garch and ...
MS-GARCH-model-of-MCMC
- 描述MCMC的MS（3）-GARCH模型的参数估计-MCMC method
Arma-Garch-Copula
- garch copula 带论文和code例句(garch copula with paper and code)
markov garch
- 马尔科夫状态转换的GARCH类模型用matlab程序代码做实证 ms-garch(The GARCH model of Markov state transition is empirically done with matlab code ms-garch)