搜索资源列表
GARCH-Matlab
- 2.多元GARCH模型预测的Matlab程序
garchtoolbox
- 详细介绍garch模型及其matlab实现
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-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
- 多元GARCH模型 多元GARCH模型-Multivariate GARCH model
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
MS-GARCH-model-of-MCMC
- 描述MCMC的MS（3）-GARCH模型的参数估计-MCMC method
GARCH
- 这回garch模型在matlab中的代码-This time garch model in matlab code
garchkit
- GARCH 模型计算工具包，计算各种garch模型比如GARCH-M，NGARCH，EGARCH-GARCH toolkil for different GARCH model, include GARCH-M, EGARCH,NGARCH etc
GARCH-model-forecast-
- 对NYSE股票日收盘价格，运用GARCH或者ARCH模型进行分析，并预测2012年5月1日到2012年5月9日的价格。将预测值与真实值对照，比较误差。-Closing stock price on the NYSE, using GARCH or ARCH models to analyze and predict the price May 1, 2012 to May 9, 2012 in. The predictive value and the true value control, m
tvpgrch
- 用GAUSS计算时变的GARCH模型、ARCH模型等多种模型-When varying GARCH model calculation with GAUSS
Multivariate_GARCH
- GARCH模型的一些介绍，其中包括各种绘图(Some of the GARCH models are introduced, including various drawings)
2078OT_01_3_GARCH
- garch模型(garch)
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)
Dynamic_Copula_Toolbox_3[1].0
- 包含各种不同分布的garch模型及copula模型(IT CONTAINS MANY KINDS OF GARCH AND COPULA MODELS.)
Ucsd_garch
- 使用garch模型是所需要用的相关工具箱的代码(it is the toolbox when you need to use garch model)
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)