文件名称:MFEToolbox
介绍说明－－下载内容均来自于网络，请自行研究使用
matlab工具箱，可以用来处理各类garch模型，尤其是包含CCCGARCH等多元garch模型-it s a matlab toolbox that can be used to deal with all kinds of garch model, especially multivariate garch model like CCC-GARCH model
(系统自动生成,下载前可以参看下载内容)
下载文件列表
addToPath.m
Contents.m
bootstrap\block_bootstrap.m
.........\bsds.m
.........\mcs.m
.........\robustvcv.m
.........\stationary_bootstrap.m
crosssection\ols.m
............\pca.m
distributions\gedcdf.m
.............\gedinv.m
.............\gedloglik.m
.............\gedpdf.m
.............\gedrnd.m
.............\mvnormloglik.m
.............\normloglik.m
.............\skewtcdf.m
.............\skewtinv.m
.............\skewtloglik.m
.............\skewtpdf.m
.............\skewtrnd.m
.............\stdtcdf.m
.............\stdtinv.m
.............\stdtloglik.m
.............\stdtpdf.m
.............\stdtrnd.m
.uplication\chi2cdf.m
...........\iscompatible.m
...........\kurtosis.m
...........\normcdf.m
...........\norminv.m
...........\normpdf.m
...........\skewness.m
GUI\ARMAX.m
...\ARMAX_about.m
...\ARMAX_close_dialog.m
...\ARMAX_viewer.m
...\OxLogo.mat
multivariate\ccc_mvgarch.m
............\ccc_mvgarch_joint_likelihood.m
............\ccc_mvgarch_likelihood.m
............\ccc_mvgarch_simulate.m
............\matrix_garch.m
............\matrix_garch_display.m
............\matrix_garch_likelihood.m
............\matrix_garch_simulate.m
............\o_mvgarch.m
............\riskmetrics.m
............\riskmetrics2006.m
............\scalar_vt_vech.m
............\scalar_vt_vech_itransform.m
............\scalar_vt_vech_jointlikelihood.m
............\scalar_vt_vech_likelihood.m
............\scalar_vt_vech_simulate.m
............\scalar_vt_vech_starting_values.m
............\scalar_vt_vech_transform.m
tests\berkowitz.m
.....\jarquebera.m
.....\kolmogorov.m
.....\ljungbox.m
.....\lmtest1.m
.imeseries\acf.m
..........\aichqcsbic.m
..........\aicsbic.m
..........\arma_forecaster.m
..........\armaroots.m
..........\armaxerrors.m
..........\armaxfilter.m
..........\armaxfilter_core.m
..........\armaxfilter_likelihood.m
..........\armaxfilter_simulate.m
..........\augdf.m
..........\augdf_cvsim_tieup.m
..........\augdfautolag.m
..........\augdfcv.m
..........\beveridgenelson.m
..........\bkfilter.m
..........\convert_ma_roots.m
..........\grangercause.m
..........\heterogeneousar.m
..........\hp_filter.m
..........\impulseresponse.m
..........\impulseresponse_bootstrap.m
..........\inverse_ar_roots.m
..........\olsnw.m
..........\pacf.m
..........\sacf.m
..........\spacf.m
..........\tsresidualplot.m
..........\vectorar.m
..........\vectorarvcv.m
univariate\agarch.m
..........\agarch_core.m
..........\agarch_display.m
..........\agarch_itransform.m
..........\agarch_likelihood.m
..........\agarch_parameter_check.m
..........\agarch_simulate.m
..........\agarch_starting_values.m
..........\agarch_transform.m