文件名称:MFE Toolbox
介绍说明－－下载内容均来自于网络，请自行研究使用
著名Nobel经济学奖Robert Engle教授的学生Kelvin sheppart教授一起开发的软件之一，注重于GARCH设计。加强来自Bollerslev, Tim CCC-garch的统计学.内有Bootstrap method, GJR-garch, Figarch.等Garch 的工具。(One of the software developed by Professor Kelvin sheppart, a student of the famous Nobel economics prize, Professor Robert Engle, focuses on the design of GARCH. Strengthen statistics from Bollerslev, Tim CCC-garch. There are tools for Garch such as Bootstrap method, GJR-garch, Figarch. and so on.)
(系统自动生成,下载前可以参看下载内容)
下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| MFEToolbox | ||
| MFEToolbox\addToPath.m | 1781 | 2012-03-26 |
| MFEToolbox\bootstrap | ||
| MFEToolbox\bootstrap\block_bootstrap.m | 1780 | 2012-08-14 |
| MFEToolbox\bootstrap\bsds.m | 5669 | 2012-03-27 |
| MFEToolbox\bootstrap\mcs.m | 6389 | 2012-03-27 |
| MFEToolbox\bootstrap\stationary_bootstrap.m | 1906 | 2012-08-14 |
| MFEToolbox\Contents.m | 48 | 2012-03-26 |
| MFEToolbox\crosssection | ||
| MFEToolbox\crosssection\ols.m | 3492 | 2012-03-26 |
| MFEToolbox\crosssection\pca.m | 3735 | 2012-03-26 |
| MFEToolbox\distributions | ||
| MFEToolbox\distributions\composite_likelihood.m | 1529 | 2012-04-17 |
| MFEToolbox\distributions\gedcdf.m | 1765 | 2012-03-26 |
| MFEToolbox\distributions\gedinv.m | 2201 | 2012-03-26 |
| MFEToolbox\distributions\gedloglik.m | 2337 | 2012-03-26 |
| MFEToolbox\distributions\gedpdf.m | 1460 | 2012-03-26 |
| MFEToolbox\distributions\gedrnd.m | 1937 | 2012-03-26 |
| MFEToolbox\distributions\mvnormloglik.m | 3220 | 2012-03-26 |
| MFEToolbox\distributions\normloglik.m | 2051 | 2012-03-26 |
| MFEToolbox\distributions\skewtcdf.m | 1569 | 2012-03-26 |
| MFEToolbox\distributions\skewtinv.m | 1542 | 2012-03-26 |
| MFEToolbox\distributions\skewtloglik.m | 2561 | 2012-03-26 |
| MFEToolbox\distributions\skewtpdf.m | 1254 | 2012-03-26 |
| MFEToolbox\distributions\skewtrnd.m | 1462 | 2012-03-26 |
| MFEToolbox\distributions\stdtcdf.m | 846 | 2012-03-26 |
| MFEToolbox\distributions\stdtinv.m | 919 | 2012-03-26 |
| MFEToolbox\distributions\stdtloglik.m | 2095 | 2012-03-26 |
| MFEToolbox\distributions\stdtpdf.m | 985 | 2012-03-26 |
| MFEToolbox\distributions\stdtrnd.m | 1368 | 2012-03-26 |
| MFEToolbox\dlls | ||
| MFEToolbox\dlls\agarch_core.mexw64 | 9216 | 2012-09-13 |
| MFEToolbox\dlls\armaxerrors.mexw64 | 9216 | 2012-09-13 |
| MFEToolbox\dlls\composite_likelihood.mexw64 | 8704 | 2012-09-13 |
| MFEToolbox\dlls\egarch_core.mexw64 | 9728 | 2012-09-13 |
| MFEToolbox\dlls\igarch_core.mexw64 | 8704 | 2012-09-13 |
| MFEToolbox\dlls\tarch_core.mexw64 | 8704 | 2012-09-13 |
| MFEToolbox\duplication | ||
| MFEToolbox\duplication\chi2cdf.m | 767 | 2012-03-26 |
| MFEToolbox\duplication\iscompatible.m | 4858 | 2012-03-26 |
| MFEToolbox\duplication\kurtosis.m | 643 | 2012-03-26 |
| MFEToolbox\duplication\normcdf.m | 988 | 2012-03-26 |
| MFEToolbox\duplication\norminv.m | 1067 | 2012-03-26 |
| MFEToolbox\duplication\normpdf.m | 1097 | 2012-03-26 |
| MFEToolbox\duplication\skewness.m | 576 | 2012-03-26 |
| MFEToolbox\GUI | ||
| MFEToolbox\GUI\ARMAX.m | 45715 | 2012-03-26 |
| MFEToolbox\GUI\ARMAX_about.m | 7292 | 2012-03-26 |
| MFEToolbox\GUI\ARMAX_close_dialog.m | 7503 | 2012-03-26 |
| MFEToolbox\GUI\ARMAX_viewer.m | 27587 | 2012-03-26 |
| MFEToolbox\GUI\OxLogo.mat | 12247 | 2012-03-26 |
| MFEToolbox\mex_source | ||
| MFEToolbox\mex_source\agarch_core.c | 3258 | 2012-03-26 |
| MFEToolbox\mex_source\armaxerrors.c | 3374 | 2012-04-22 |
| MFEToolbox\mex_source\composite_likelihood.c | 3741 | 2012-04-17 |
| MFEToolbox\mex_source\egarch_core.c | 3303 | 2012-03-26 |
| MFEToolbox\mex_source\igarch_core.c | 2684 | 2012-03-26 |
| MFEToolbox\mex_source\tarch_core.c | 2234 | 2012-03-26 |
| MFEToolbox\multivariate | ||
| MFEToolbox\multivariate\bekk.m | 6765 | 2012-04-13 |
| MFEToolbox\multivariate\bekk_constraint.m | 1185 | 2012-03-29 |
| MFEToolbox\multivariate\bekk_likelihood.m | 2370 | 2012-04-13 |
| MFEToolbox\multivariate\bekk_parameter_transform.m | 1820 | 2012-03-29 |
| MFEToolbox\multivariate\bekk_simulate.m | 4980 | 2012-04-13 |
| MFEToolbox\multivariate\ccc_mvgarch.m | 8420 | 2012-04-19 |
| MFEToolbox\multivariate\ccc_mvgarch_joint_likelihood.m | 2927 | 2012-03-26 |
| MFEToolbox\multivariate\ccc_mvgarch_likelihood.m | 1191 | 2012-03-26 |
| MFEToolbox\multivariate\ccc_mvgarch_simulate.m | 5752 | 2012-03-26 |
| MFEToolbox\multivariate\dcc.m | 15255 | 2012-04-20 |
| MFEToolbox\multivariate\dcc_fit_variance.m | 2447 | 2012-04-19 |
| MFEToolbox\multivariate\dcc_inference_objective.m | 2516 | 2012-04-17 |
| MFEToolbox\multivariate\dcc_likelihood.m | 5873 | 2012-04-17 |
| MFEToolbox\multivariate\dcc_reconstruct_variance.m | 1067 | 2012-04-17 |
| MFEToolbox\multivariate\gogarch.m | 7835 | 2012-04-16 |
| MFEToolbox\multivariate\gogarch_likelihood.m | 2951 | 2012-04-16 |
| MFEToolbox\multivariate\matrix_garch.m | 8776 | 2012-03-26 |
| MFEToolbox\multivariate\matrix_garch_display.m | 3471 | 2012-03-26 |
| MFEToolbox\multivariate\matrix_garch_likelihood.m | 3137 | 2012-03-26 |
| MFEToolbox\multivariate\matrix_garch_simulate.m | 6542 | 2012-03-26 |
| MFEToolbox\multivariate\ogarch_likelihood.m | 1200 | 2012-04-16 |
| MFEToolbox\multivariate\o_mvgarch.m | 6012 | 2012-04-17 |
| MFEToolbox\multivariate\rarch.m | 8104 | 2012-04-13 |
| MFEToolbox\multivariate\rarch_constraint.m | 914 | 2012-03-29 |
| MFEToolbox\multivariate\rarch_likelihood.m | 2655 | 2012-04-13 |
| MFEToolbox\multivariate\rarch_parameter_transform.m | 2645 | 2012-03-29 |
| MFEToolbox\multivariate\rarch_simulate.m | 4809 | 2012-04-02 |
| MFEToolbox\multivariate\rarch_test.m | 2746 | 2012-03-28 |
| MFEToolbox\multivariate\rcc.m | 15046 | 2012-04-20 |
| MFEToolbox\multivariate\rcc_constraint.m | 1079 | 2012-04-18 |
| MFEToolbox\multivariate\rcc_likelihood.m | 2832 | 2012-04-19 |
| MFEToolbox\multivariate\riskmetrics.m | 2219 | 2012-03-26 |
| MFEToolbox\multivariate\riskmetrics2006.m | 4433 | 2012-03-26 |
| MFEToolbox\multivariate\scalar_vt_vech.m | 10333 | 2012-04-01 |
| MFEToolbox\multivariate\scalar_vt_vech_itransform.m | 1668 | 2012-03-26 |
| MFEToolbox\multivariate\scalar_vt_vech_likelihood.m | 4483 | 2012-04-17 |
| MFEToolbox\multivariate\scalar_vt_vech_simulate.m | 5257 | 2012-03-26 |
| MFEToolbox\multivariate\scalar_vt_vech_starting_values.m | 3089 | 2012-04-01 |
| MFEToolbox\multivariate\scalar_vt_vech_transform.m | 2627 | 2012-05-09 |
| MFEToolbox\realized | ||
| MFEToolbox\realized\ES_20090817.mat | 1195216 | 2012-04-20 |