文件名称:copula和多元GARCH的资料
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copula和多元GARCH的资料,包含多个变形的GARCH模型的变形程序(Data of Copula and multiple GARCH)
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| copula和多元GARCH的资料\copula3函数介绍.docx | 30055 | 2012-08-12 |
| copula和多元GARCH的资料\Copula理论及MATLAB应用实例.doc | 46592 | 2012-08-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\code.docx | 75950 | 2012-08-11 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\ARMAeq.m | 324 | 2010-09-30 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CalcStErrors.m | 3745 | 2010-10-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaGARCHLogL.m | 902 | 2010-11-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaLogL.m | 5980 | 2010-11-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaToolboxTutorial.m | 7608 | 2010-11-03 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaVineLogL.m | 6320 | 2010-10-09 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CreateFminconConstraints.m | 6138 | 2010-10-31 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\crIPmat.m | 1019 | 2010-09-25 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\DCCeq.m | 1134 | 2010-10-01 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\DisplayResults.m | 867 | 2010-10-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\Dynamic copula toolbox.pdf | 226645 | 2010-11-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\empiricalCDF.m | 994 | 2008-04-11 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\fitModel.m | 12911 | 2010-11-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\FromCons2Unc.m | 1921 | 2010-10-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\FromUnc2Cons.m | 1345 | 2010-10-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\GARCHLogL.m | 2680 | 2010-10-27 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\hessian_2sided.m | 2033 | 2009-10-27 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\hfunction.m | 2004 | 2010-10-04 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\HowToUseTheToolbox.m | 2892 | 2010-11-10 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\icrIPmat.m | 1078 | 2009-09-02 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\InputStartingValues.m | 812 | 2010-10-04 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\ivecl.m | 1650 | 2009-02-03 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\modelspec.m | 7079 | 2010-11-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\MyFuncScores.m | 949 | 2010-09-11 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\Pattoneq.m | 1035 | 2010-09-27 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\read me first.txt | 2570 | 2010-11-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\RescaleParameters.m | 19299 | 2010-10-30 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\SeqFitCopVine.m | 6434 | 2010-10-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\skewtdis_cdf.m | 1558 | 2010-09-07 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\skewtLL.m | 609 | 2010-09-09 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\VarEq.m | 1465 | 2010-09-24 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\vecl.m | 620 | 2009-03-09 |
| copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\license.txt | 1341 | 2010-11-14 |
| copula和多元GARCH的资料\Example code for some copula functions.docx | 15428 | 2012-08-08 |
| copula和多元GARCH的资料\patton_copula_Toolbox\ang_chen1.m | 1593 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\BB7UgivenV_inverse2.m | 1341 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\BB7UgivenV_t.m | 1243 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\bb7_rnd.m | 1570 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\bisect2.m | 2775 | 2000-11-15 |
| copula和多元GARCH的资料\patton_copula_Toolbox\bivarnormcdf.m | 1972 | 2006-03-08 |
| copula和多元GARCH的资料\patton_copula_Toolbox\bivarnormcdf2.m | 1600 | 2006-03-08 |
| copula和多元GARCH的资料\patton_copula_Toolbox\bivarnormcdf_arg.m | 462 | 2006-03-08 |
| copula和多元GARCH的资料\patton_copula_Toolbox\bivartcdfmc.m | 2172 | 2003-08-18 |
| copula和多元GARCH的资料\patton_copula_Toolbox\bivartLL.m | 551 | 2001-05-07 |
| copula和多元GARCH的资料\patton_copula_Toolbox\bivartpdf.m | 1065 | 2001-08-26 |
| copula和多元GARCH的资料\patton_copula_Toolbox\bivnormpdf.m | 1118 | 2007-01-18 |
| copula和多元GARCH的资料\patton_copula_Toolbox\bivnorm_tvp1_CL.m | 1757 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\claytonCL.m | 1082 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\clayton_cdf.m | 1532 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\clayton_pdf.m | 1483 | 2006-08-22 |
| copula和多元GARCH的资料\patton_copula_Toolbox\clayton_rnd.m | 1573 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\contents.xls | 25088 | 2007-01-18 |
| copula和多元GARCH的资料\patton_copula_Toolbox\contour_plots_code.m | 4024 | 2007-01-18 |
| copula和多元GARCH的资料\patton_copula_Toolbox\copula_example_code.m | 6937 | 2008-05-14 |
| copula和多元GARCH的资料\patton_copula_Toolbox\corrcoef12.m | 832 | 2002-10-12 |
| copula和多元GARCH的资料\patton_copula_Toolbox\cov12.m | 559 | 2001-04-27 |
| copula和多元GARCH的资料\patton_copula_Toolbox\empiricalCDF.m | 994 | 2006-02-27 |
| copula和多元GARCH的资料\patton_copula_Toolbox\frankCL.m | 426 | 2003-03-11 |
| copula和多元GARCH的资料\patton_copula_Toolbox\gumbelCL.m | 1095 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\GumbelUgivenV_inverse2.m | 810 | 2006-08-22 |
| copula和多元GARCH的资料\patton_copula_Toolbox\GumbelUgivenV_t.m | 484 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\gumbel_cdf.m | 1143 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\gumbel_pdf.m | 1285 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\Gumbel_rnd.m | 1425 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\Gumbel_tvp1_CL.m | 1783 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\ibm_ccola_rets.txt | 85952 | 2006-02-27 |
| copula和多元GARCH的资料\patton_copula_Toolbox\kappa2tau.m | 440 | 2002-05-05 |
| copula和多元GARCH的资料\patton_copula_Toolbox\nines.m | 1403 | 2003-04-16 |
| copula和多元GARCH的资料\patton_copula_Toolbox\NormalCopula_cdf.m | 864 | 2001-10-15 |
| copula和多元GARCH的资料\patton_copula_Toolbox\NormalCopula_CL.m | 446 | 2006-03-09 |
| copula和多元GARCH的资料\patton_copula_Toolbox\NormalCopula_pdf.m | 730 | 2001-07-27 |
| copula和多元GARCH的资料\patton_copula_Toolbox\plackettCL.m | 959 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\PlackettUgivenV_inverse2.m | 1338 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\PlackettUgivenV_t.m | 437 | 2001-08-13 |
| copula和多元GARCH的资料\patton_copula_Toolbox\plackett_cdf.m | 1324 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\plackett_pdf.m | 1175 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\plackett_rnd.m | 1530 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\quantiledep.m | 767 | 2006-03-01 |
| copula和多元GARCH的资料\patton_copula_Toolbox\readme.txt | 1203 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\rho2theta.m | 517 | 2002-08-05 |
| copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_cdf.m | 1657 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_CL.m | 1085 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_example_code.m | 1090 | 2003-02-13 |
| copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_pdf.m | 2639 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_rnd.m | 2001 | 2007-08-02 |
| copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_tvp_CL.m | 1998 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\tau2kappa.m | 469 | 2002-05-22 |
| copula和多元GARCH的资料\patton_copula_Toolbox\tCopula.m | 1764 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\tcopulaCL.m | 1390 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\tCopula_cdf.m | 1898 | 2006-08-22 |
| copula和多元GARCH的资料\patton_copula_Toolbox\tcopula_pdf.m | 1569 | 2006-06-04 |
| copula和多元GARCH的资料\patton_copula_Toolbox\theta2rho.m | 732 | 2004-05-16 |
| copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\BEKK.INP | 1060 | 1994-10-04 |
| copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\BEKK.OUT | 23683 | 1994-10-04 |
| copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\ENDO.DAT | 42502 | 1994-10-04 |
| copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\GBEK.OUT | 25111 | 1994-10-05 |
| copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\GBEKK.INP | 1061 | 1994-10-05 |