搜索资源列表
2078OT_01_3_GARCH
- garch模型(garch)
rmgarch
- GARCH model estimation R package.
MSGARCH_2.0.tar
- this is r code for garch regime switching modeling
term_eco_Rcodes
- GARCH-COPULA-EVT 模型的应用编程(Application programming of GARCH-COPULA-EVT model)
garchfit
- Garch fit function for MatLab use
garchget
- Garch get function for matlab use
garchset
- Garch set function for matlab
diffuseblm
- garch example for matlab use
第2版课后习题工作文件
- 时间序列garch模型，平稳性，arch效应，garch族(garch model Egarch Igarch)
final-t-p
- 滚动样本+中小板指数+GARCH族+赤迟信息准则(rolling sample test GARCH model)
copula-garch
- copula例子 与GARCH相结合，分析几个指标的相关性。(The copula example is combined with GARCH to analyze the correlation of several indicators.)
spec
- ESTIMATION OF GARCH ARCH USNG MATLAB
j.eneco.2013.06.017
- Forecasting carbon futures volatility using GARCH models with energy volatilities
univariate
- GARCH模型的matlab程序，使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)
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.)
R语言copula
- R语言对数据进行Garch-t-Copula建模和Garch-Clayton-Copula建模(Garch-t-Copula modeling and Garch-Clayton-Copula modeling for data in R language)
MIDASv2.3
- 估计DCC-MIDAS adl-MIDAS DCC-GARCH(DCC-MIDAS adl-MIDAS DCC-GARCH)
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)
B6_TimeS
- This program is about garch, written in STATA
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)