搜索资源列表
GARCH-Matlab
- 2.多元GARCH模型预测的Matlab程序
GARCH
- 对GARCH－t模型参数的估计,主要是运用已有的股票数据估计参数
evaluating garch models
- garch模型的分析
Maximum likelihood estimation of GARCH
- Maximum likelihood estimation of GARCH
SAScodeForARCHGARCH
- SAS估计garch，arch类模型，适合于金融工作者使用-SAS estimate garch, arch type models, suitable for the use of financial workers
garchtoolbox
- 详细介绍garch模型及其matlab实现-GARCH model and its detailed introduction matlab realize
ucsd_garch
- garch工具包，种类比较齐，可以处理非正分布，相关性，多元garch等问题-GARCH toolkit, the type of relatively homogeneous, and deal with non-normal distribution, relevance, issues such as multi-GARCH
garch_improved
- garch financial ebook
garch
- 灰色控制 matlab-Control gray gray control matlab
qmle
- the text file QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model
GARch_Ucsd
- Ucsd编写的matlab的GARCH模型分析与预测。包括两个安装包和安装说明（各种matlab版本都有），很详细。主要是好多网上其他无法运行，这个步骤我刚刚试试过，可以运行，-UCSD matlab prepared the GARCH model analysis and forecast. Includes two installation package and installation instructions (there
examples
- garch examples, worth reading , especially graduated students majored in mathematical finance-garch
garch_like
- Garch模型的最大似然估计方法，基于MATLAB程序。-Garch model of maximum likelihood estimation method, based on the MATLAB program.
GarchTest
- Demo of some Garch models, include ugarch, dcc-garch, ica-garch, and neural network garch, and ica-nn-garch. the last two model are proposaed by me
EconometricsToolbox
- matlab编写的计量经济学工具箱，包括线性及非线性回归，GARCH模型及VAR模型的建立等。-EconometricsToolbox by matlab
Dynamic_Copula_Toolbox._1
- The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines. Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are
GARCH
- 给出了金融时间序列的GARCH模型MATLAB代码和详细的代码说明。非常适合初学者。(The GARCH model MATLAB code and detailed code descr iption of financial time series are given. It's very suitable for beginners.)
GARCH工具箱（包括多元）
- 该文件为MATLAB中的garch多元代码工具箱(This file is the GARCH multicode toolbox in MATLAB)
Arma-Garch-Copula
- garch copula 带论文和code例句(garch copula with paper and code)
markov garch
- 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)