文件名称:7.x-Garch-Toolbox
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matlab garch工具包
非常智能-matlab garch kit is very smart
非常智能-matlab garch kit is very smart
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下载文件列表
ucsd_garch\BootStrap\block_bootstrap.m
..........\.........\bsds.m
..........\.........\bsds_studentized.m
..........\.........\cont_bootstrap.m
..........\.........\stationary_bootstrap.m
..........\Distributions\exppowcdf.m
..........\.............\exppowpdf.m
..........\.............\exppowrnd.m
..........\.............\gedcdf.m
..........\.............\gedinv.m
..........\.............\gedpdf.m
..........\.............\gedrnd.m
..........\.............\skewtdis_cdf.m
..........\.............\skewtdis_inv.m
..........\.............\skewtdis_pdf.m
..........\.............\skewtdis_rnd.m
..........\.............\stdtdis_cdf.m
..........\.............\stdtdis_pdf.m
..........\.............\stdtdis_rnd.m
..........\Garch\armaxfilter.m
..........\.....\armaxfilter_likelihood.m
..........\.....\armaxsimulate.m
..........\.....\egarch.m
..........\.....\egarchcore.m
..........\.....\egarchEstLikelihood.m
..........\.....\egarchlikelihood.m
..........\.....\egarchsimulate.m
..........\.....\egarchX.m
..........\.....\egarchXcore.m
..........\.....\egarchXEstLikelihood.m
..........\.....\egarchXLikelihood.m
..........\.....\fattailed_garch.m
..........\.....\fattailed_garch2.m
..........\.....\fattailed_garchlikelihood.m
..........\.....\fattailed_garchlikelihood2.m
..........\.....\fattailed_garchsimulate.m
..........\.....\garchcore.m
..........\.....\garchcore2.m
..........\.....\garcheviewscon.m
..........\.....\garcheviewslikelihood.m
..........\.....\garcheviewssimulate.m
..........\.....\garchgrad.m
..........\.....\garchinmean.m
..........\.....\garchinmeancore.m
..........\.....\garchinmeanlikelihood.m
..........\.....\garchinmeansimulate.m
..........\.....\garchlikelihood.m
..........\.....\garchpq.m
..........\.....\garchpq_eviews.m
..........\.....\garchsimulate.m
..........\.....\lagmatrix.m
..........\.....\mafilter.m
..........\.....\maxcore.m
..........\.....\maxfilter_likelihood.m
..........\.....\multigarch.asv
..........\.....\multigarch.m
..........\.....\multigarchcore.m
..........\.....\multigarchSimulate.m
..........\.....\multigarch_likelihood.m
..........\.....\multi_garch_constraints.m
..........\.....\multi_garch_paramsetup.m
..........\.....\newlagmatrix.m
..........\.....\skewtdis_LL.m
..........\.....\skewt_garch.m
..........\.....\skewt_garchlikelihood.m
..........\.....\tarch.m
..........\.....\tarchlikelihood.m
..........\Kernel Estimation\cosinus.m
..........\.................\epanechnikov.m
..........\.................\kern_dens_contour.m
..........\.................\kern_dens_plot.m
..........\.................\kern_dens_plot2.m
..........\.................\normal.m
..........\.................\quartic.m
..........\.................\triangular.m
..........\.................\triweight.m
..........\.................\uniform.m
..........\MEX Source\egarchcore.c
..........\..........\egarchXcore.c
..........\..........\garchcore.c
..........\..........\garchgrad.c
..........\..........\garchinmeancore.c
..........\..........\ivech.c
..........\..........\maxcore.c
..........\..........\multigarchcore.c
..........\..........\recserarcore.c
..........\..........\simgarchcore.c
..........\..........\tarchcore.c
..........\..........\vech.c
..........\.V Garch\Bekk\diagonal_bekk_mvgarch.m
..........\........\....\diagonal_bekk_mvgarch_likelihood.m
..........\........\....\diagonal_bekk_simulate.m
..........\........\....\full_bekk_mvgarch.m
..........\........\....\full_bekk_mvgarch_likelihood.m
..........\........\....\full_bekk_simulate.m
..........\........\....\scalar_bekk_mvgarch.m
..........\........\....\scalar_bekk_mvgarch_likelihood.m
..........\........\....\scalar_bekk_simulate.m
..........\........\Correlation MVGarch\cc_ivech.m
..........\........\...................\cc_mvgarch.m
..........\.........\bsds.m
..........\.........\bsds_studentized.m
..........\.........\cont_bootstrap.m
..........\.........\stationary_bootstrap.m
..........\Distributions\exppowcdf.m
..........\.............\exppowpdf.m
..........\.............\exppowrnd.m
..........\.............\gedcdf.m
..........\.............\gedinv.m
..........\.............\gedpdf.m
..........\.............\gedrnd.m
..........\.............\skewtdis_cdf.m
..........\.............\skewtdis_inv.m
..........\.............\skewtdis_pdf.m
..........\.............\skewtdis_rnd.m
..........\.............\stdtdis_cdf.m
..........\.............\stdtdis_pdf.m
..........\.............\stdtdis_rnd.m
..........\Garch\armaxfilter.m
..........\.....\armaxfilter_likelihood.m
..........\.....\armaxsimulate.m
..........\.....\egarch.m
..........\.....\egarchcore.m
..........\.....\egarchEstLikelihood.m
..........\.....\egarchlikelihood.m
..........\.....\egarchsimulate.m
..........\.....\egarchX.m
..........\.....\egarchXcore.m
..........\.....\egarchXEstLikelihood.m
..........\.....\egarchXLikelihood.m
..........\.....\fattailed_garch.m
..........\.....\fattailed_garch2.m
..........\.....\fattailed_garchlikelihood.m
..........\.....\fattailed_garchlikelihood2.m
..........\.....\fattailed_garchsimulate.m
..........\.....\garchcore.m
..........\.....\garchcore2.m
..........\.....\garcheviewscon.m
..........\.....\garcheviewslikelihood.m
..........\.....\garcheviewssimulate.m
..........\.....\garchgrad.m
..........\.....\garchinmean.m
..........\.....\garchinmeancore.m
..........\.....\garchinmeanlikelihood.m
..........\.....\garchinmeansimulate.m
..........\.....\garchlikelihood.m
..........\.....\garchpq.m
..........\.....\garchpq_eviews.m
..........\.....\garchsimulate.m
..........\.....\lagmatrix.m
..........\.....\mafilter.m
..........\.....\maxcore.m
..........\.....\maxfilter_likelihood.m
..........\.....\multigarch.asv
..........\.....\multigarch.m
..........\.....\multigarchcore.m
..........\.....\multigarchSimulate.m
..........\.....\multigarch_likelihood.m
..........\.....\multi_garch_constraints.m
..........\.....\multi_garch_paramsetup.m
..........\.....\newlagmatrix.m
..........\.....\skewtdis_LL.m
..........\.....\skewt_garch.m
..........\.....\skewt_garchlikelihood.m
..........\.....\tarch.m
..........\.....\tarchlikelihood.m
..........\Kernel Estimation\cosinus.m
..........\.................\epanechnikov.m
..........\.................\kern_dens_contour.m
..........\.................\kern_dens_plot.m
..........\.................\kern_dens_plot2.m
..........\.................\normal.m
..........\.................\quartic.m
..........\.................\triangular.m
..........\.................\triweight.m
..........\.................\uniform.m
..........\MEX Source\egarchcore.c
..........\..........\egarchXcore.c
..........\..........\garchcore.c
..........\..........\garchgrad.c
..........\..........\garchinmeancore.c
..........\..........\ivech.c
..........\..........\maxcore.c
..........\..........\multigarchcore.c
..........\..........\recserarcore.c
..........\..........\simgarchcore.c
..........\..........\tarchcore.c
..........\..........\vech.c
..........\.V Garch\Bekk\diagonal_bekk_mvgarch.m
..........\........\....\diagonal_bekk_mvgarch_likelihood.m
..........\........\....\diagonal_bekk_simulate.m
..........\........\....\full_bekk_mvgarch.m
..........\........\....\full_bekk_mvgarch_likelihood.m
..........\........\....\full_bekk_simulate.m
..........\........\....\scalar_bekk_mvgarch.m
..........\........\....\scalar_bekk_mvgarch_likelihood.m
..........\........\....\scalar_bekk_simulate.m
..........\........\Correlation MVGarch\cc_ivech.m
..........\........\...................\cc_mvgarch.m