文件名称:markov garch
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马尔科夫状态转换的GARCH类模型用matlab程序代码做实证 ms-garch(The GARCH model of Markov state transition is empirically done with matlab code
ms-garch)
ms-garch)
相关搜索: ms-garch
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下载文件列表
文件名 | 大小 | 更新时间 |
---|---|---|
markov garch\covariancematrix.m | 9825 | 2012-05-04 |
markov garch\likelihoodegarchegarch.m | 8785 | 2012-05-05 |
markov garch\likelihoodegarchegarchqml.m | 8798 | 2012-05-04 |
markov garch\likelihoodegarchgarch.m | 8804 | 2012-04-30 |
markov garch\likelihoodegarchgarchqml.m | 8808 | 2012-05-01 |
markov garch\likelihoodfrei.m | 8725 | 2012-04-30 |
markov garch\likelihoodfrei.m.txt | 8786 | 2012-04-19 |
markov garch\likelihoodfreiqml.m | 8730 | 2012-05-04 |
markov garch\likelihoodgarchgarch.m | 8735 | 2012-05-02 |
markov garch\likelihoodgarchgarchqml.m | 8740 | 2012-05-02 |
markov garch\main.m | 1103 | 2012-05-05 |
markov garch\Markov-switching EGARCH (Matlab).pdf | 2451252 | 2012-04-17 |
markov garch\maximierung_likelihood.m | 4158 | 2012-05-04 |
markov garch\startvalues.m | 12877 | 2012-05-05 |
markov garch | 0 | 2005-05-06 |