搜索资源列表
GARCH-Matlab
- 2.多元GARCH模型预测的Matlab程序
evaluating garch models
- garch模型的分析
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
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
- 这回garch模型在matlab中的代码-This time garch model in matlab code
matlab-garch
- GARCH模型，用于时间序列金融模型分析工具-garch model
Garch
- 对时间序列模型Garch模型进行建模的R语言代码(R code for time series modeling of Garch Family)
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)
copula和多元GARCH的资料
- copula和多元GARCH的资料,包含多个变形的GARCH模型的变形程序(Data of Copula and multiple 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.)
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.)
EViews code
- 在EVIEWS中用GARCH模型算VaR(在值风险)，计算failure rate，和做LRuc检测。(Var failure rate LRuc)
R语言GARCH模型
- 用R语言建立GARCH模型，希望它可以帮助那些努力学习R的小伙伴们