文件名称:ucsd_garch
介绍说明--下载内容均来自于网络,请自行研究使用
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
(系统自动生成,下载前可以参看下载内容)
下载文件列表
5.3 Win32 Binaries
..................\egarchcore.dll
..................\garchcore.dll
..................\garchgrad.dll
..................\garchinmeancore.dll
..................\ivech.dll
..................\maxcore.dll
..................\multigarchcore.dll
..................\recserarcore.dll
..................\tarchcore.dll
..................\vech.dll
6.0 Win32 Binaries
..................\egarchcore.dll
..................\egarchXcore.dll
..................\garchcore.dll
..................\garchgrad.dll
..................\garchinmeancore.dll
..................\ivech.dll
..................\maxcore.dll
..................\multigarchcore.dll
..................\recserarcore.dll
..................\simgarchcore.dll
..................\tarchcore.dll
..................\vech.dll
BootStrap
.........\block_bootstrap.m
.........\bsds.m
.........\bsds_studentized.m
.........\cont_bootstrap.m
.........\stationary_bootstrap.m
Contents.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
fx.mat
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.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
hessian_2sided.m
Kernel Estimation
.................\cosinus.m
.................\epanechnikov.m
.................\kern_dens_contour.m
..................\egarchcore.dll
..................\garchcore.dll
..................\garchgrad.dll
..................\garchinmeancore.dll
..................\ivech.dll
..................\maxcore.dll
..................\multigarchcore.dll
..................\recserarcore.dll
..................\tarchcore.dll
..................\vech.dll
6.0 Win32 Binaries
..................\egarchcore.dll
..................\egarchXcore.dll
..................\garchcore.dll
..................\garchgrad.dll
..................\garchinmeancore.dll
..................\ivech.dll
..................\maxcore.dll
..................\multigarchcore.dll
..................\recserarcore.dll
..................\simgarchcore.dll
..................\tarchcore.dll
..................\vech.dll
BootStrap
.........\block_bootstrap.m
.........\bsds.m
.........\bsds_studentized.m
.........\cont_bootstrap.m
.........\stationary_bootstrap.m
Contents.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
fx.mat
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.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
hessian_2sided.m
Kernel Estimation
.................\cosinus.m
.................\epanechnikov.m
.................\kern_dens_contour.m