文件名称:MarkovSwitchingDCC
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基于马尔可夫机制转换的多元动态条件相关系数模型-Multiple mechanisms for dynamic conditions Markov model based on the conversion of the correlation coefficient
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下载文件列表
MarkovSwitchingDCC\Demo_MS_DCC.m
..................\ms dcc.pdf
..................\ms_dcc_mvgarch.m
..................\ms_dcc_mvgarch_full_likelihood.m
..................\ms_dcc_mvgarch_likelihood.m
..................\tvp_markov_filter.m
MarkovSwitchingDCC