搜索资源列表
Ucsd_garch
- ucsd garch matlab soft
Copula——GARCH
- Copula——GARCH算法 用于最优投资组合优化问题(For optimal portfolio optimization problems)
Multivariate_GARCH
- GARCH模型的一些介绍，其中包括各种绘图(Some of the GARCH models are introduced, including various drawings)
ARMAX_GARCH_K_SK_Toolbox
- garch族（garch,garchs,garchsk,gjr）模型的参数模拟，以及风险值 VaR 在不同水平下的估算。(garch group (garch, garchs, garchsk, gjr) parameters of the simulation model, and the estimated risk value VaR at different levels.)
copula_toolbox
- garch 工具箱方便简洁，内容完美，包括模型的建立，模型的检验，模型的选择。(The garch toolbox is perfect, it include the establishment of the model, the model of the test, the choice of the model..)
2078OT_01_3_GARCH
- garch模型(garch)
rmgarch
- GARCH model estimation R package.
MSGARCH_2.0.tar
- this is r code for garch regime switching modeling
term_eco_Rcodes
- GARCH-COPULA-EVT 模型的应用编程(Application programming of GARCH-COPULA-EVT model)
garchfit
- Garch fit function for MatLab use
garchget
- Garch get function for matlab use
garchset
- Garch set function for matlab
diffuseblm
- garch example for matlab use
第2版课后习题工作文件
- 时间序列garch模型，平稳性，arch效应，garch族(garch model Egarch Igarch)
final-t-p
- 滚动样本+中小板指数+GARCH族+赤迟信息准则(rolling sample test GARCH model)
copula-garch
- copula例子 与GARCH相结合，分析几个指标的相关性。(The copula example is combined with GARCH to analyze the correlation of several indicators.)
spec
- ESTIMATION OF GARCH ARCH USNG MATLAB
j.eneco.2013.06.017
- Forecasting carbon futures volatility using GARCH models with energy volatilities
univariate
- GARCH模型的matlab程序，使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)
Dynamic_Copula_Toolbox_3[1].0
- 包含各种不同分布的garch模型及copula模型(IT CONTAINS MANY KINDS OF GARCH AND COPULA MODELS.)