搜索资源列表
garchpq
- PURPOSE: GARCH(P,Q) parameter estimation with normal innovations using analytic derivatives
garchsimulate
- PURPOSE: GARCH(P,Q) time series simulation
multigarch
- PURPOSE: This is a multiuse univariate GARCH function which can estimate
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
full_bekk_mvgarch
- 多元GARCH的Matlab程序，用于计算GRACH(y,p,q)-Multivariate GARCH in Matlab
mrsgarchestfor_con_all
- markov switching garch
Ggarch_liikea
- Garch模型的最大似然估计计方法，基于MATLAB程序。 -The Garch model the maximum likelihood estimator design methodology, based on the MATLAB program.
MCGARCH
- 蒙特卡洛欧式期权价格动态计算(GARCH)-European call option pricing( GARCH dynamic) under monte carlo
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
UAGARCH
- 美国加利福尼亚大学的garch计算工具包-The GARCH toolbox from university california
MatlabFinancial-E-toolbox
- 牛津大学金融工程Matlab综合计算工具包（包括garch）-Financial engineering Matlab toolbox from Oxford university
garchestfor_con_all
- ms-garch model forcasting
do_GARCH2
- Calculates various ARMA-GARCH models for a specified returns time series. Output: model matrix with tests on model residuals and AIC BIC criteria
STGARCH-Model-
- The smooth transition GARCH model: application to international stock indexes
mgarchBEKK_0.07-8
- 多元GARCH,能够处理多元时间恊数据！-This zip is about GARCH-BEKK.It can help you deal with ts!
garchuv
- RATS 时间序列GARCH,EGARCH,IGARCH,GARCH-M模型-time series GARCH model
MRS-GARCH
- Financial analysis for shanghai copper futures
DCCGARCH
- 多元garch估计，牛津大学sheppard教授写的五个m文件，用来估计参数。-dcc-garch model matlab code
jplv7
- garch工具箱 估计garch模型和garch参数。-garch toolbox very powerful useful toolbox recommended! ! !
msimGARCH
- 综合使用EViews（统计软件）与Matlab实现广义自回归条件异方差模型(GARCH)的模拟、估计与预测-Integrated use EViews (statistical software) and Matlab achieve generalized autoregressive conditional heteroskedasticity model simulations, estimates and projections