文件名称:Factor_Models
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matlab因子模型的代码，包括全部的代码以及所涉及的论文-matlab factor model code, including all of the code and papers
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下载文件列表
Factor_Models
.............\BAYES_DFM.m
.............\bernoullirnd.m
.............\BFM.m
.............\bfmdgp.m
.............\bfmdgp2.m
.............\dfmdgp.m
.............\estvar.m
.............\extract.m
.............\gamrnd.m
.............\Lopez+West (2004) - BAYESIAN MODEL ASSESSMENT IN FACTOR ANALYSIS.pdf
.............\mlag.m
.............\mvnrnd.m
.............\normlt_rnd.m
.............\normt_rnd.m
.............\olssvd.m