搜索资源列表
GARCH-Matlab
- 基于GARCH的预测例程，对解决存在异方差的时间序列很好。-GARCH forecasts based on routine, there is heteroscedasticity in solving the time series well.
GARCH
- GARCH Time Series modeling
ARMA
- ARMA model. GARCH. stitionary. LBQtest.
GARCH-FIT
- Fit a GARCH Model using any data avaliable.
MFE_Toolbox_Documentation
- MFE Toolbox 的使用说明书。 著名Nobel经济学奖Robert Engle教授的学生Kelvin sheppart教授一起开发的软件之一，注重于GARCH设计。加强来自Bollerslev, Tim CCC-garch的统计学.内有Bootstrap method, GJR-garch, Figarch.等Garch 的工具。-The Oxford MFE Toolbox is the follow on to the UCSD_GARCH toolbox. It has bee
MRS-GARCH
- Financial analysis for shanghai copper futures
rsc2012
- dcc-garch模型中的hessian矩阵-hessian matrix in the dcc-garch model
随机波动率模型程序
- 随机波动率模型（sv）程序 对波动率刻画优于garch模型
rmgarch
- GARCH model estimation R package.
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.)
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