文件名称:Ucsd_garch
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下载文件列表
MEX Source
MEX Source\egarchcore.c
MEX Source\egarchXcore.c
MEX Source\garchcore.c
MEX Source\garchgrad.c
MEX Source\garchinmeancore.c
MEX Source\ivech.c
MEX Source\maxcore.c
MEX Source\multigarchcore.c
MEX Source\recserarcore.c
MEX Source\simgarchcore.c
MEX Source\tarchcore.c
MEX Source\vech.c
MV Garch
MV Garch\Bekk
MV Garch\Bekk\diagonal_bekk_mvgarch.m
MV Garch\Bekk\diagonal_bekk_mvgarch_likelihood.m
MV Garch\Bekk\diagonal_bekk_simulate.m
MV Garch\Bekk\full_bekk_mvgarch.m
MV Garch\Bekk\full_bekk_mvgarch_likelihood.m
MV Garch\Bekk\full_bekk_simulate.m
MV Garch\Bekk\scalar_bekk_mvgarch.m
MV Garch\Bekk\scalar_bekk_mvgarch_likelihood.m
MV Garch\Bekk\scalar_bekk_simulate.m
MV Garch\Correlation MVGarch
MV Garch\Correlation MVGarch\cc_ivech.m
MV Garch\Correlation MVGarch\cc_mvgarch.m
MV Garch\Correlation MVGarch\cc_mvgarch_full_likelihood.m
MV Garch\Correlation MVGarch\cc_mvgarch_simulate.m
MV Garch\Correlation MVGarch\dcc_hessian.m
MV Garch\Correlation MVGarch\dcc_mvgarch.m
MV Garch\Correlation MVGarch\dcc_mvgarch_full_likelihood.m
MV Garch\Correlation MVGarch\dcc_mvgarch_likelihood.m
MV Garch\Correlation MVGarch\dcc_mvgarch_test.m
MV Garch\Correlation MVGarch\dcc_simulate.m
MV Garch\Correlation MVGarch\dcc_univariate_simulate.m
MV Garch\Correlation MVGarch\Idcc_mvgarch.m
MV Garch\Correlation MVGarch\Idcc_mvgarch_full_likelihood.m
MV Garch\Correlation MVGarch\Idcc_mvgarch_likelihood.m
MV Garch\ivech.m
MV Garch\o_mvgarch.m
MV Garch\pca.m
MV Garch\T Bekk
MV Garch\T Bekk\diagonal_bekk_T_est_likelihood.m
MV Garch\T Bekk\diagonal_bekk_T_likelihood.m
MV Garch\T Bekk\diagonal_bekk_T_mvgarch.m
MV Garch\T Bekk\full_bekk_T_est_likelihood.m
MV Garch\T Bekk\full_bekk_T_likelihood.m
MV Garch\T Bekk\full_bekk_T_mvgarch.m
MV Garch\T Bekk\scalar_bekk_T_est_likelihood.m
MV Garch\T Bekk\scalar_bekk_T_likelihood.m
MV Garch\T Bekk\scalar_bekk_T_mvgarch.m
MV Garch\vech.m
Post 7.1 32-bit Binaries
Post 7.1 32-bit Binaries\egarchcore.mexw32
Post 7.1 32-bit Binaries\egarchXcore.mexw32
Post 7.1 32-bit Binaries\garchcore.mexw32
Post 7.1 32-bit Binaries\garchgrad.mexw32
Post 7.1 32-bit Binaries\garchinmeancore.mexw32
Post 7.1 32-bit Binaries\ivech.mexw32
Post 7.1 32-bit Binaries\maxcore.mexw32
Post 7.1 32-bit Binaries\multigarchcore.mexw32
Post 7.1 32-bit Binaries\recserarcore.mexw32
Post 7.1 32-bit Binaries\simgarchcore.mexw32
Post 7.1 32-bit Binaries\tarchcore.mexw32
Post 7.1 32-bit Binaries\vech.mexw32
Pre 7.1 32-bit Binaries
Pre 7.1 32-bit Binaries\egarchcore.dll
Pre 7.1 32-bit Binaries\egarchXcore.dll
Pre 7.1 32-bit Binaries\garchcore.dll
Pre 7.1 32-bit Binaries\garchgrad.dll
Pre 7.1 32-bit Binaries\garchinmeancore.dll
Pre 7.1 32-bit Binaries\ivech.dll
Pre 7.1 32-bit Binaries\maxcore.dll
Pre 7.1 32-bit Binaries\multigarchcore.dll
Pre 7.1 32-bit Binaries\recserarcore.dll
Pre 7.1 32-bit Binaries\simgarchcore.dll
Pre 7.1 32-bit Binaries\tarchcore.dll
Pre 7.1 32-bit Binaries\vech.dll
Tests
Tests\berkowitz.m
Tests\jarquebera.m
Tests\kolmogorov.m
Tests\kscritical.m
Tests\lilliefors.m
Tests\ljq2.m
Tests\lmtest1.m
Tests\lmtest2.m
Tests\shapirofrancia.m
Tests\shapirowilks.m
Contents.m
fx.mat
hessian_2sided.m
license.txt
ucsd_garch_demo.m
64-bit Binaries
64-bit Binaries\egarchcore.mexw64
64-bit Binaries\egarchXcore.mexw64
64-bit Binaries\garchcore.mexw64
64-bit Binaries\garchgrad.mexw64
MEX Source\egarchcore.c
MEX Source\egarchXcore.c
MEX Source\garchcore.c
MEX Source\garchgrad.c
MEX Source\garchinmeancore.c
MEX Source\ivech.c
MEX Source\maxcore.c
MEX Source\multigarchcore.c
MEX Source\recserarcore.c
MEX Source\simgarchcore.c
MEX Source\tarchcore.c
MEX Source\vech.c
MV Garch
MV Garch\Bekk
MV Garch\Bekk\diagonal_bekk_mvgarch.m
MV Garch\Bekk\diagonal_bekk_mvgarch_likelihood.m
MV Garch\Bekk\diagonal_bekk_simulate.m
MV Garch\Bekk\full_bekk_mvgarch.m
MV Garch\Bekk\full_bekk_mvgarch_likelihood.m
MV Garch\Bekk\full_bekk_simulate.m
MV Garch\Bekk\scalar_bekk_mvgarch.m
MV Garch\Bekk\scalar_bekk_mvgarch_likelihood.m
MV Garch\Bekk\scalar_bekk_simulate.m
MV Garch\Correlation MVGarch
MV Garch\Correlation MVGarch\cc_ivech.m
MV Garch\Correlation MVGarch\cc_mvgarch.m
MV Garch\Correlation MVGarch\cc_mvgarch_full_likelihood.m
MV Garch\Correlation MVGarch\cc_mvgarch_simulate.m
MV Garch\Correlation MVGarch\dcc_hessian.m
MV Garch\Correlation MVGarch\dcc_mvgarch.m
MV Garch\Correlation MVGarch\dcc_mvgarch_full_likelihood.m
MV Garch\Correlation MVGarch\dcc_mvgarch_likelihood.m
MV Garch\Correlation MVGarch\dcc_mvgarch_test.m
MV Garch\Correlation MVGarch\dcc_simulate.m
MV Garch\Correlation MVGarch\dcc_univariate_simulate.m
MV Garch\Correlation MVGarch\Idcc_mvgarch.m
MV Garch\Correlation MVGarch\Idcc_mvgarch_full_likelihood.m
MV Garch\Correlation MVGarch\Idcc_mvgarch_likelihood.m
MV Garch\ivech.m
MV Garch\o_mvgarch.m
MV Garch\pca.m
MV Garch\T Bekk
MV Garch\T Bekk\diagonal_bekk_T_est_likelihood.m
MV Garch\T Bekk\diagonal_bekk_T_likelihood.m
MV Garch\T Bekk\diagonal_bekk_T_mvgarch.m
MV Garch\T Bekk\full_bekk_T_est_likelihood.m
MV Garch\T Bekk\full_bekk_T_likelihood.m
MV Garch\T Bekk\full_bekk_T_mvgarch.m
MV Garch\T Bekk\scalar_bekk_T_est_likelihood.m
MV Garch\T Bekk\scalar_bekk_T_likelihood.m
MV Garch\T Bekk\scalar_bekk_T_mvgarch.m
MV Garch\vech.m
Post 7.1 32-bit Binaries
Post 7.1 32-bit Binaries\egarchcore.mexw32
Post 7.1 32-bit Binaries\egarchXcore.mexw32
Post 7.1 32-bit Binaries\garchcore.mexw32
Post 7.1 32-bit Binaries\garchgrad.mexw32
Post 7.1 32-bit Binaries\garchinmeancore.mexw32
Post 7.1 32-bit Binaries\ivech.mexw32
Post 7.1 32-bit Binaries\maxcore.mexw32
Post 7.1 32-bit Binaries\multigarchcore.mexw32
Post 7.1 32-bit Binaries\recserarcore.mexw32
Post 7.1 32-bit Binaries\simgarchcore.mexw32
Post 7.1 32-bit Binaries\tarchcore.mexw32
Post 7.1 32-bit Binaries\vech.mexw32
Pre 7.1 32-bit Binaries
Pre 7.1 32-bit Binaries\egarchcore.dll
Pre 7.1 32-bit Binaries\egarchXcore.dll
Pre 7.1 32-bit Binaries\garchcore.dll
Pre 7.1 32-bit Binaries\garchgrad.dll
Pre 7.1 32-bit Binaries\garchinmeancore.dll
Pre 7.1 32-bit Binaries\ivech.dll
Pre 7.1 32-bit Binaries\maxcore.dll
Pre 7.1 32-bit Binaries\multigarchcore.dll
Pre 7.1 32-bit Binaries\recserarcore.dll
Pre 7.1 32-bit Binaries\simgarchcore.dll
Pre 7.1 32-bit Binaries\tarchcore.dll
Pre 7.1 32-bit Binaries\vech.dll
Tests
Tests\berkowitz.m
Tests\jarquebera.m
Tests\kolmogorov.m
Tests\kscritical.m
Tests\lilliefors.m
Tests\ljq2.m
Tests\lmtest1.m
Tests\lmtest2.m
Tests\shapirofrancia.m
Tests\shapirowilks.m
Contents.m
fx.mat
hessian_2sided.m
license.txt
ucsd_garch_demo.m
64-bit Binaries
64-bit Binaries\egarchcore.mexw64
64-bit Binaries\egarchXcore.mexw64
64-bit Binaries\garchcore.mexw64
64-bit Binaries\garchgrad.mexw64