文件名称:J
介绍说明--下载内容来自于网络,使用问题请自行百度
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.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
J/
J/garch_vt_likelihood.m
__MACOSX/
__MACOSX/J/
__MACOSX/J/._garch_vt_likelihood.m
J/garch_vt_likelihood.m~
J/garch_vt_transform.m
__MACOSX/J/._garch_vt_transform.m
J/garch_vt_transform.m~
J/KofT.m
__MACOSX/J/._KofT.m
J/main.m
__MACOSX/J/._main.m
J/MFE_toolbox_trial.m
__MACOSX/J/._MFE_toolbox_trial.m
J/qml_vt.m
__MACOSX/J/._qml_vt.m
J/qml_vt.m~
J/qml_vt_starting_values.m
__MACOSX/J/._qml_vt_starting_values.m
J/qml_vt_starting_values.m~
J/TrimmedSecondMoment.m
__MACOSX/J/._TrimmedSecondMoment.m
J/utilities/
J/utilities/.DS_Store
__MACOSX/J/utilities/
__MACOSX/J/utilities/._.DS_Store
J/utilities/randp.m
__MACOSX/J/utilities/._randp.m
J/utilities/randp_test.m
__MACOSX/J/utilities/._randp_test.m
J/utilities/SymParetoRnd.m
__MACOSX/J/utilities/._SymParetoRnd.m
__MACOSX/J/._utilities
J/vt_params_trans.m
__MACOSX/J/._vt_params_trans.m
J/vt_params_transinv.m
__MACOSX/J/._vt_params_transinv.m
J/garch_vt_likelihood.m
__MACOSX/
__MACOSX/J/
__MACOSX/J/._garch_vt_likelihood.m
J/garch_vt_likelihood.m~
J/garch_vt_transform.m
__MACOSX/J/._garch_vt_transform.m
J/garch_vt_transform.m~
J/KofT.m
__MACOSX/J/._KofT.m
J/main.m
__MACOSX/J/._main.m
J/MFE_toolbox_trial.m
__MACOSX/J/._MFE_toolbox_trial.m
J/qml_vt.m
__MACOSX/J/._qml_vt.m
J/qml_vt.m~
J/qml_vt_starting_values.m
__MACOSX/J/._qml_vt_starting_values.m
J/qml_vt_starting_values.m~
J/TrimmedSecondMoment.m
__MACOSX/J/._TrimmedSecondMoment.m
J/utilities/
J/utilities/.DS_Store
__MACOSX/J/utilities/
__MACOSX/J/utilities/._.DS_Store
J/utilities/randp.m
__MACOSX/J/utilities/._randp.m
J/utilities/randp_test.m
__MACOSX/J/utilities/._randp_test.m
J/utilities/SymParetoRnd.m
__MACOSX/J/utilities/._SymParetoRnd.m
__MACOSX/J/._utilities
J/vt_params_trans.m
__MACOSX/J/._vt_params_trans.m
J/vt_params_transinv.m
__MACOSX/J/._vt_params_transinv.m
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