文件名称:jplv7
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garch工具箱 估计garch模型和garch参数。-garch toolbox very powerful useful toolbox recommended! ! !
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下载文件列表
Ucsd_garch\Post 7.1 32-bit Binaries\garchgrad.mexw32
..........\64-bit Binaries
..........\...............\egarchXcore.mexw64
..........\...............\egarchcore.mexw64
..........\...............\garchcore.mexw64
..........\...............\garchgrad.mexw64
..........\...............\garchinmeancore.mexw64
..........\...............\ivech.mexw64
..........\...............\maxcore.mexw64
..........\...............\multigarchcore.mexw64
..........\...............\recserarcore.mexw64
..........\...............\simgarchcore.mexw64
..........\...............\tarchcore.mexw64
..........\...............\vech.mexw64
..........\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
..........\Garch
..........\.....\armaxfilter.m
..........\.....\armaxfilter_likelihood.m
..........\.....\armaxsimulate.m
..........\.....\egarch.m
..........\.....\egarchEstLikelihood.m
..........\.....\egarchX.m
..........\.....\egarchXEstLikelihood.m
..........\.....\egarchXLikelihood.m
..........\.....\egarchXcore.m
..........\.....\egarchcore.m
..........\.....\egarchlikelihood.m
..........\.....\egarchsimulate.m
..........\.....\fattailed_garch.m
..........\.....\fattailed_garchlikelihood.m
..........\.....\fattailed_garchsimulate.m
..........\.....\garchcore.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
..........\.....\multi_garch_constraints.m
..........\.....\multi_garch_paramsetup.m
..........\.....\multigarch.m
..........\.....\multigarchSimulate.m
..........\.....\multigarch_likelihood.m
..........\.....\multigarchcore.m
..........\.....\newlagmatrix.m
..........\.....\skewt_garch.m
..........\.....\skewt_garchlikelihood.m
..........\.....\skewtdis_LL.m
..........\.....\tarch.m
..........\.....\tarchcore2.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
..........\..........\egarchXcore.c
..........\..........\egarchcore.c
..........\..........\garchcore.c
..........\..........\garchgrad.c
..........\..........\garchinmeancore.c
..........\..........\ivech.c