文件名称:7.x-Garch-Toolbox

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  • 其他小程序
  • 资源属性:
  • [Matlab] [源码]
  • 上传时间:
  • 2012-11-26
  • 文件大小:
  • 219kb
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  • 0次
  • 提 供 者:
  • je***
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matlab garch工具包

非常智能-matlab garch kit is very smart
(系统自动生成,下载前可以参看下载内容)

下载文件列表

ucsd_garch\BootStrap\block_bootstrap.m

..........\.........\bsds.m

..........\.........\bsds_studentized.m

..........\.........\cont_bootstrap.m

..........\.........\stationary_bootstrap.m

..........\Distributions\exppowcdf.m

..........\.............\exppowpdf.m

..........\.............\exppowrnd.m

..........\.............\gedcdf.m

..........\.............\gedinv.m

..........\.............\gedpdf.m

..........\.............\gedrnd.m

..........\.............\skewtdis_cdf.m

..........\.............\skewtdis_inv.m

..........\.............\skewtdis_pdf.m

..........\.............\skewtdis_rnd.m

..........\.............\stdtdis_cdf.m

..........\.............\stdtdis_pdf.m

..........\.............\stdtdis_rnd.m

..........\Garch\armaxfilter.m

..........\.....\armaxfilter_likelihood.m

..........\.....\armaxsimulate.m

..........\.....\egarch.m

..........\.....\egarchcore.m

..........\.....\egarchEstLikelihood.m

..........\.....\egarchlikelihood.m

..........\.....\egarchsimulate.m

..........\.....\egarchX.m

..........\.....\egarchXcore.m

..........\.....\egarchXEstLikelihood.m

..........\.....\egarchXLikelihood.m

..........\.....\fattailed_garch.m

..........\.....\fattailed_garch2.m

..........\.....\fattailed_garchlikelihood.m

..........\.....\fattailed_garchlikelihood2.m

..........\.....\fattailed_garchsimulate.m

..........\.....\garchcore.m

..........\.....\garchcore2.m

..........\.....\garcheviewscon.m

..........\.....\garcheviewslikelihood.m

..........\.....\garcheviewssimulate.m

..........\.....\garchgrad.m

..........\.....\garchinmean.m

..........\.....\garchinmeancore.m

..........\.....\garchinmeanlikelihood.m

..........\.....\garchinmeansimulate.m

..........\.....\garchlikelihood.m

..........\.....\garchpq.m

..........\.....\garchpq_eviews.m

..........\.....\garchsimulate.m

..........\.....\lagmatrix.m

..........\.....\mafilter.m

..........\.....\maxcore.m

..........\.....\maxfilter_likelihood.m

..........\.....\multigarch.asv

..........\.....\multigarch.m

..........\.....\multigarchcore.m

..........\.....\multigarchSimulate.m

..........\.....\multigarch_likelihood.m

..........\.....\multi_garch_constraints.m

..........\.....\multi_garch_paramsetup.m

..........\.....\newlagmatrix.m

..........\.....\skewtdis_LL.m

..........\.....\skewt_garch.m

..........\.....\skewt_garchlikelihood.m

..........\.....\tarch.m

..........\.....\tarchlikelihood.m

..........\Kernel Estimation\cosinus.m

..........\.................\epanechnikov.m

..........\.................\kern_dens_contour.m

..........\.................\kern_dens_plot.m

..........\.................\kern_dens_plot2.m

..........\.................\normal.m

..........\.................\quartic.m

..........\.................\triangular.m

..........\.................\triweight.m

..........\.................\uniform.m

..........\MEX Source\egarchcore.c

..........\..........\egarchXcore.c

..........\..........\garchcore.c

..........\..........\garchgrad.c

..........\..........\garchinmeancore.c

..........\..........\ivech.c

..........\..........\maxcore.c

..........\..........\multigarchcore.c

..........\..........\recserarcore.c

..........\..........\simgarchcore.c

..........\..........\tarchcore.c

..........\..........\vech.c

..........\.V Garch\Bekk\diagonal_bekk_mvgarch.m

..........\........\....\diagonal_bekk_mvgarch_likelihood.m

..........\........\....\diagonal_bekk_simulate.m

..........\........\....\full_bekk_mvgarch.m

..........\........\....\full_bekk_mvgarch_likelihood.m

..........\........\....\full_bekk_simulate.m

..........\........\....\scalar_bekk_mvgarch.m

..........\........\....\scalar_bekk_mvgarch_likelihood.m

..........\........\....\scalar_bekk_simulate.m

..........\........\Correlation MVGarch\cc_ivech.m

..........\........\...................\cc_mvgarch.m

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