搜索资源列表
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-toolbox
- garch工具包，种类比较齐，可以处理非正分布，相关性，多元garch等问题 -forecasts based on routine, there is heteroscedasticity in solving the time series well.
Garch-Toolbox-for-Matlab
- GARCH Toolbox for Matlab, developed by James LeSage.
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
GARCH
- Garch matlab code to develop the image processing task
ucsd-garch
- ucsd_garch模型，可以应用DCC-GARCH等，统计，经济学等必备-ucsd_garch models in matlab
matlab-garch
- GARCH模型，用于时间序列金融模型分析工具-garch model
garch
- almost all garch functions
Tinn－R下SV和GARCH汇率波动分析详解
- Tinn－R下SV和GARCH汇率波动分析详解,内涵数据
markov-garch
- 马尔科夫区制转移的GARCH模型，能够更好地刻画金融序列区制转移的问题-Markov switching garch
BEKK-GARCH
- BEKK-GARCH程序，包含最大似然估计，估计参数的标准误-BEKK-GARCH standard procedures, including maximum likelihood estimation, parameter estimation error
ARIMA-GARCH
- 工业品出厂价格指数（PPI）案例分析 （ARIMA-GARCH模型） -Ex-Factory Price Indices of Industrial Products
gf
- GARCH模型是一个专门针对金融数据所量体订做的回归模型，除去和普通回归模型相同的之处，GARCH对误差的方差进行了进一步的建模。特别适用于波动性的分析和预测，这样的分析对投资者的决策能起到非常重要的指导性作用，其意义很多时候超过了对数值本身的分析和预测。(The GARCH model is a regression model specially designed for the measurement of financial data. In addition to the common
fGarch
- this is garch stuff!
Ucsd_garch
- ucsd garch matlab soft
Copula——GARCH
- Copula——GARCH算法 用于最优投资组合优化问题(For optimal portfolio optimization problems)
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)
ARMAX_GARCH_K_SK_Toolbox
- garch族（garch,garchs,garchsk,gjr）模型的参数模拟，以及风险值 VaR 在不同水平下的估算。(garch group (garch, garchs, garchsk, gjr) parameters of the simulation model, and the estimated risk value VaR at different levels.)
copula_toolbox
- garch 工具箱方便简洁，内容完美，包括模型的建立，模型的检验，模型的选择。(The garch toolbox is perfect, it include the establishment of the model, the model of the test, the choice of the model..)