搜索资源列表
GARCH-model-toolbox.zip
- 利用matlab软件进行程序设计的GARCH以及多元GARCH模型的源程序工具箱。,Using matlab software program design GARCH and GARCH model of multi-source toolkit.
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
Garch
- garch model for econometric
qmle
- the text file QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model
garch
- A common garch model used in everywhere
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
- GARCH建模实例讲解。一个完整的程序示例，以供学习。-GARCH model
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
GARCH
- 多元GARCH模型 多元GARCH模型-Multivariate GARCH model
MS-GARCH-model-of-MCMC
- 描述MCMC的MS（3）-GARCH模型的参数估计-MCMC method
GARCH-FIT
- Fit a GARCH Model using any data avaliable.
GARCH
- 这回garch模型在matlab中的代码-This time garch model in matlab code
GARCH
- 贝叶斯估计garch，比普通极大似然估计更稳健，不受样本限制(bayesian estimation of garch model)
rmgarch
- GARCH model estimation R package.
dcc-garch
- 用R语言做dcc-garch 模型的全过程代码(Using the R language to do the dcc-garch model)
BEKK-GARCH模型之Matlab编程
- 建立bekk-garch模型，用于时间建序列的分析(Establishment of bekk-garch model for UShi sequence analysis)
GARCH
- 给出了金融时间序列的GARCH模型MATLAB代码和详细的代码说明。非常适合初学者。(The GARCH model MATLAB code and detailed code descr iption of financial time series are given. It's very suitable for beginners.)
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)