文件名称:markov-garch
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马尔科夫区制转移的GARCH模型，能够更好地刻画金融序列区制转移的问题-Markov switching garch
(系统自动生成,下载前可以参看下载内容)
下载文件列表
markov garch
............\covariancematrix.m
............\ergebnismatrixegarchegarch.mat
............\likelihoodegarchegarch.m
............\likelihoodegarchegarchqml.m
............\likelihoodegarchgarch.m
............\likelihoodegarchgarchqml.m
............\likelihoodfrei.m
............\likelihoodfrei.m.txt
............\likelihoodfreiqml.m
............\likelihoodgarchgarch.m
............\likelihoodgarchgarchqml.m
............\main.m
............\Markov-switching EGARCH (Matlab).pdf
............\maximierung_likelihood.m
............\startvalues.m