文件名称:msimGARCH
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综合使用EViews（统计软件）与Matlab实现广义自回归条件异方差模型(GARCH)的模拟、估计与预测-Integrated use EViews (statistical software) and Matlab achieve generalized autoregressive conditional heteroskedasticity model simulations, estimates and projections
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下载文件列表
msimGARCH
.........\simGARCH.prg
.........\simGARCH_shape.prg
.........\simGJR.prg
.........\simGJR_wfpage.prg
.........\simPrediction.prg
.........\simPreGJRWfpage.prg
.........\sim_lam=-02lam=00_skewt_gjr.xls
.........\sim_normal_garch.prg
.........\sim_normal_gjr.prg
.........\sim_stut_garch.prg
.........\skewt_rnd.m
.........\test_simols.prg