文件名称:ucsd_garch
- 所属分类：
- 金融证券系统
- 资源属性：
- 上传时间：
- 2018-06-21
- 文件大小：
- 983kb
- 下载次数：
- 2次
- 提 供 者：
- zhouzho*******
- 相关连接：
- 无
- 下载说明：
- 别用迅雷下载，失败请重下，重下不扣分！
介绍说明－－下载内容均来自于网络，请自行研究使用
用于GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH等GARCH类模型的估计。(GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH)
(系统自动生成,下载前可以参看下载内容)
下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| 5.3 Win32 Binaries | 0 | 2005-03-22 |
| 5.3 Win32 Binaries\egarchcore.dll | 49152 | 2001-01-21 |
| 5.3 Win32 Binaries\garchcore.dll | 102400 | 2001-12-20 |
| 5.3 Win32 Binaries\garchgrad.dll | 102400 | 2001-12-20 |
| 5.3 Win32 Binaries\garchinmeancore.dll | 102400 | 2001-12-20 |
| 5.3 Win32 Binaries\ivech.dll | 53248 | 2001-12-20 |
| 5.3 Win32 Binaries\maxcore.dll | 102400 | 2001-12-20 |
| 5.3 Win32 Binaries\multigarchcore.dll | 102400 | 2001-12-20 |
| 5.3 Win32 Binaries\recserarcore.dll | 57344 | 2001-12-20 |
| 5.3 Win32 Binaries\tarchcore.dll | 57344 | 2001-12-20 |
| 5.3 Win32 Binaries\vech.dll | 53248 | 2001-12-20 |
| 6.0 Win32 Binaries | 0 | 2005-03-22 |
| 6.0 Win32 Binaries\egarchcore.dll | 90112 | 2001-02-17 |
| 6.0 Win32 Binaries\egarchXcore.dll | 49152 | 2002-06-29 |
| 6.0 Win32 Binaries\garchcore.dll | 102400 | 2001-12-20 |
| 6.0 Win32 Binaries\garchgrad.dll | 102400 | 2001-12-20 |
| 6.0 Win32 Binaries\garchinmeancore.dll | 102400 | 2001-12-20 |
| 6.0 Win32 Binaries\ivech.dll | 49152 | 2002-04-09 |
| 6.0 Win32 Binaries\maxcore.dll | 102400 | 2001-12-20 |
| 6.0 Win32 Binaries\multigarchcore.dll | 102400 | 2001-12-20 |
| 6.0 Win32 Binaries\recserarcore.dll | 53248 | 2001-12-20 |
| 6.0 Win32 Binaries\simgarchcore.dll | 53248 | 2002-05-06 |
| 6.0 Win32 Binaries\tarchcore.dll | 57344 | 2001-12-20 |
| 6.0 Win32 Binaries\vech.dll | 53248 | 2001-12-20 |
| BootStrap | 0 | 2005-03-22 |
| BootStrap\block_bootstrap.m | 1775 | 2007-04-26 |
| BootStrap\bsds.m | 4395 | 2007-04-26 |
| BootStrap\bsds_studentized.m | 4521 | 2007-04-26 |
| BootStrap\cont_bootstrap.m | 1253 | 2005-02-10 |
| BootStrap\stationary_bootstrap.m | 1954 | 2007-04-26 |
| Contents.m | 10537 | 2001-12-20 |
| Distributions | 0 | 2005-03-22 |
| Distributions\exppowcdf.m | 1162 | 2005-02-10 |
| Distributions\exppowpdf.m | 909 | 2005-02-10 |
| Distributions\exppowrnd.m | 1210 | 2005-02-10 |
| Distributions\gedcdf.m | 1391 | 2005-02-10 |
| Distributions\gedinv.m | 975 | 2005-02-10 |
| Distributions\gedpdf.m | 819 | 2005-02-10 |
| Distributions\gedrnd.m | 1678 | 2005-02-10 |
| Distributions\skewtdis_cdf.m | 1439 | 2005-02-10 |
| Distributions\skewtdis_inv.m | 1569 | 2005-02-10 |
| Distributions\skewtdis_pdf.m | 1015 | 2005-02-10 |
| Distributions\skewtdis_rnd.m | 1116 | 2005-02-10 |
| Distributions\stdtdis_cdf.m | 897 | 2005-02-10 |
| Distributions\stdtdis_pdf.m | 935 | 2005-02-10 |
| Distributions\stdtdis_rnd.m | 1024 | 2005-02-10 |
| fx.mat | 80712 | 2001-01-06 |
| Garch | 0 | 2005-03-22 |
| Garch\armaxfilter.m | 5640 | 2005-10-08 |
| Garch\armaxfilter_likelihood.m | 1653 | 2005-02-10 |
| Garch\armaxsimulate.m | 1851 | 2005-10-08 |
| Garch\egarch.m | 7200 | 2005-10-08 |
| Garch\egarchcore.m | 768 | 2005-02-10 |
| Garch\egarchEstLikelihood.m | 3935 | 2005-10-08 |
| Garch\egarchlikelihood.m | 3732 | 2005-10-08 |
| Garch\egarchsimulate.m | 2937 | 2005-02-10 |
| Garch\egarchX.m | 7437 | 2005-02-10 |
| Garch\egarchXcore.m | 807 | 2005-02-10 |
| Garch\egarchXEstLikelihood.m | 4164 | 2005-02-10 |
| Garch\egarchXLikelihood.m | 3872 | 2005-02-10 |
| Garch\fattailed_garch.m | 7582 | 2005-10-08 |
| Garch\fattailed_garch2.m | 5662 | 2005-02-10 |
| Garch\fattailed_garchlikelihood.m | 3076 | 2005-10-08 |
| Garch\fattailed_garchlikelihood2.m | 3124 | 2005-02-10 |
| Garch\fattailed_garchsimulate.m | 2677 | 2005-02-10 |
| Garch\garchcore.m | 643 | 2005-02-10 |
| Garch\garchcore2.m | 962 | 2005-02-10 |
| Garch\garcheviewscon.m | 611 | 2005-02-10 |
| Garch\garcheviewslikelihood.m | 1712 | 2005-02-10 |
| Garch\garcheviewssimulate.m | 1902 | 2005-02-10 |
| Garch\garchgrad.m | 839 | 2005-02-10 |
| Garch\garchinmean.m | 6159 | 2005-10-08 |
| Garch\garchinmeancore.m | 929 | 2005-02-10 |
| Garch\garchinmeanlikelihood.m | 2171 | 2005-02-10 |
| Garch\garchinmeansimulate.m | 2378 | 2005-02-10 |
| Garch\garchlikelihood.m | 2269 | 2005-02-10 |
| Garch\garchpq.m | 5365 | 2005-02-10 |
| Garch\garchpq_eviews.m | 4779 | 2005-02-10 |
| Garch\garchsimulate.m | 1902 | 2005-02-10 |
| Garch\lagmatrix.m | 803 | 2005-02-10 |
| Garch\mafilter.m | 4182 | 2005-10-08 |
| Garch\maxcore.m | 665 | 2005-02-10 |
| Garch\maxfilter_likelihood.m | 1515 | 2005-02-10 |
| Garch\multigarch.m | 8967 | 2005-02-10 |
| Garch\multigarchcore.m | 809 | 2005-02-10 |
| Garch\multigarchSimulate.m | 3902 | 2005-02-10 |
| Garch\multigarch_likelihood.m | 3485 | 2005-02-10 |
| Garch\multi_garch_constraints.m | 3334 | 2005-02-10 |
| Garch\multi_garch_paramsetup.m | 1899 | 2005-02-10 |
| Garch\newlagmatrix.m | 850 | 2005-10-08 |
| Garch\skewtdis_LL.m | 1223 | 2005-02-10 |
| Garch\skewt_garch.m | 6518 | 2005-02-10 |
| Garch\skewt_garchlikelihood.m | 1701 | 2005-02-10 |
| Garch\tarch.m | 6764 | 2005-02-10 |
| Garch\tarchlikelihood.m | 1646 | 2005-02-10 |
| hessian_2sided.m | 1822 | 2005-02-10 |
| Kernel Estimation | 0 | 2005-03-22 |
| Kernel Estimation\cosinus.m | 563 | 2005-02-10 |
| Kernel Estimation\epanechnikov.m | 569 | 2005-02-10 |
| Kernel Estimation\kern_dens_contour.m | 2232 | 2005-02-10 |