压缩包 : 113172201ucsd_garch.zip 列表
5.3 Win32 Binaries/
5.3 Win32 Binaries/egarchcore.dll
5.3 Win32 Binaries/garchcore.dll
5.3 Win32 Binaries/garchgrad.dll
5.3 Win32 Binaries/garchinmeancore.dll
5.3 Win32 Binaries/ivech.dll
5.3 Win32 Binaries/maxcore.dll
5.3 Win32 Binaries/multigarchcore.dll
5.3 Win32 Binaries/recserarcore.dll
5.3 Win32 Binaries/tarchcore.dll
5.3 Win32 Binaries/vech.dll
6.0 Win32 Binaries/
6.0 Win32 Binaries/egarchcore.dll
6.0 Win32 Binaries/egarchXcore.dll
6.0 Win32 Binaries/garchcore.dll
6.0 Win32 Binaries/garchgrad.dll
6.0 Win32 Binaries/garchinmeancore.dll
6.0 Win32 Binaries/ivech.dll
6.0 Win32 Binaries/maxcore.dll
6.0 Win32 Binaries/multigarchcore.dll
6.0 Win32 Binaries/recserarcore.dll
6.0 Win32 Binaries/simgarchcore.dll
6.0 Win32 Binaries/tarchcore.dll
6.0 Win32 Binaries/vech.dll
BootStrap/
BootStrap/block_bootstrap.m
BootStrap/bsds.m
BootStrap/bsds_studentized.m
BootStrap/cont_bootstrap.m
BootStrap/stationary_bootstrap.m
Contents.m
Distributions/
Distributions/exppowcdf.m
Distributions/exppowpdf.m
Distributions/exppowrnd.m
Distributions/gedcdf.m
Distributions/gedinv.m
Distributions/gedpdf.m
Distributions/gedrnd.m
Distributions/skewtdis_cdf.m
Distributions/skewtdis_inv.m
Distributions/skewtdis_pdf.m
Distributions/skewtdis_rnd.m
Distributions/stdtdis_cdf.m
Distributions/stdtdis_pdf.m
Distributions/stdtdis_rnd.m
fx.mat
Garch/
Garch/armaxfilter.m
Garch/armaxfilter_likelihood.m
Garch/armaxsimulate.m
Garch/egarch.m
Garch/egarchcore.m
Garch/egarchEstLikelihood.m
Garch/egarchlikelihood.m
Garch/egarchsimulate.m
Garch/egarchX.m
Garch/egarchXcore.m
Garch/egarchXEstLikelihood.m
Garch/egarchXLikelihood.m
Garch/fattailed_garch.m
Garch/fattailed_garch2.m
Garch/fattailed_garchlikelihood.m
Garch/fattailed_garchlikelihood2.m
Garch/fattailed_garchsimulate.m
Garch/garchcore.m
Garch/garchcore2.m
Garch/garcheviewscon.m
Garch/garcheviewslikelihood.m
Garch/garcheviewssimulate.m
Garch/garchgrad.m
Garch/garchinmean.m
Garch/garchinmeancore.m
Garch/garchinmeanlikelihood.m
Garch/garchinmeansimulate.m
Garch/garchlikelihood.m
Garch/garchpq.m
Garch/garchpq_eviews.m
Garch/garchsimulate.m
Garch/lagmatrix.m
Garch/mafilter.m
Garch/maxcore.m
Garch/maxfilter_likelihood.m
Garch/multigarch.m
Garch/multigarchcore.m
Garch/multigarchSimulate.m
Garch/multigarch_likelihood.m
Garch/multi_garch_constraints.m
Garch/multi_garch_paramsetup.m
Garch/newlagmatrix.m
Garch/skewtdis_LL.m
Garch/skewt_garch.m
Garch/skewt_garchlikelihood.m
Garch/tarch.m
Garch/tarchlikelihood.m
hessian_2sided.m
Kernel Estimation/
Kernel Estimation/cosinus.m
Kernel Estimation/epanechnikov.m
Kernel Estimation/kern_dens_contour.m
Kernel Estimation/kern_dens_plot.m
Kernel Estimation/kern_dens_plot2.m
Kernel Estimation/normal.m
Kernel Estimation/quartic.m
Kernel Estimation/triangular.m
Kernel Estimation/triweight.m
Kernel Estimation/uniform.m
license.txt
MEX Source/
MEX Source/Debug/
MEX Source/egarchcore.c
MEX Source/egarchcore.dll
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/simgarchcore.dll
MEX Source/simgarchcore.dsp
MEX Source/simgarchcore.dsw
MEX Source/simgarchcore.ncb
MEX Source/simgarchcore.opt
MEX Source/simgarchcore.plg
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
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
ucsd_garch_demo.m