文件名称:Ucsd_garch
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Garch,MV Garch等多元garch模型函数(Garch,MV Garch, Distributions estimation, Kernel Estimation and etc)
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下载文件列表
文件名 | 大小 | 更新时间 |
---|---|---|
Ucsd_garch\64-bit Binaries\egarchcore.mexw64 | 9216 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\egarchXcore.mexw64 | 8704 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\garchcore.mexw64 | 8192 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\garchgrad.mexw64 | 9216 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\garchinmeancore.mexw64 | 9216 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\ivech.mexw64 | 7680 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\maxcore.mexw64 | 8192 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\multigarchcore.mexw64 | 8192 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\recserarcore.mexw64 | 8192 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\simgarchcore.mexw64 | 9216 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\tarchcore.mexw64 | 8704 | 2008-10-09 |
Ucsd_garch\64-bit Binaries\vech.mexw64 | 7680 | 2008-10-09 |
Ucsd_garch\BootStrap\block_bootstrap.m | 1775 | 2007-04-26 |
Ucsd_garch\BootStrap\bsds.m | 4395 | 2007-04-26 |
Ucsd_garch\BootStrap\bsds_studentized.m | 4521 | 2007-04-26 |
Ucsd_garch\BootStrap\cont_bootstrap.m | 1253 | 2005-02-10 |
Ucsd_garch\BootStrap\stationary_bootstrap.m | 1954 | 2007-04-26 |
Ucsd_garch\Contents.m | 10537 | 2001-12-20 |
Ucsd_garch\Distributions\exppowcdf.m | 1162 | 2005-02-10 |
Ucsd_garch\Distributions\exppowpdf.m | 909 | 2005-02-10 |
Ucsd_garch\Distributions\exppowrnd.m | 1210 | 2005-02-10 |
Ucsd_garch\Distributions\gedcdf.m | 1391 | 2005-02-10 |
Ucsd_garch\Distributions\gedinv.m | 975 | 2005-02-10 |
Ucsd_garch\Distributions\gedpdf.m | 819 | 2005-02-10 |
Ucsd_garch\Distributions\gedrnd.m | 1678 | 2005-02-10 |
Ucsd_garch\Distributions\skewtdis_cdf.m | 1439 | 2005-02-10 |
Ucsd_garch\Distributions\skewtdis_inv.m | 1569 | 2005-02-10 |
Ucsd_garch\Distributions\skewtdis_pdf.m | 1015 | 2005-02-10 |
Ucsd_garch\Distributions\skewtdis_rnd.m | 1116 | 2005-02-10 |
Ucsd_garch\Distributions\stdtdis_cdf.m | 897 | 2005-02-10 |
Ucsd_garch\Distributions\stdtdis_pdf.m | 935 | 2005-02-10 |
Ucsd_garch\Distributions\stdtdis_rnd.m | 1024 | 2005-02-10 |
Ucsd_garch\fx.mat | 80712 | 2001-01-06 |
Ucsd_garch\Garch\armaxfilter.m | 5640 | 2005-10-08 |
Ucsd_garch\Garch\armaxfilter_likelihood.m | 1653 | 2005-02-10 |
Ucsd_garch\Garch\armaxsimulate.m | 1851 | 2005-10-08 |
Ucsd_garch\Garch\egarch.m | 7200 | 2005-10-08 |
Ucsd_garch\Garch\egarchcore.m | 768 | 2005-02-10 |
Ucsd_garch\Garch\egarchEstLikelihood.m | 3935 | 2005-10-08 |
Ucsd_garch\Garch\egarchlikelihood.m | 3732 | 2005-10-08 |
Ucsd_garch\Garch\egarchsimulate.m | 2937 | 2005-02-10 |
Ucsd_garch\Garch\egarchX.m | 7437 | 2005-02-10 |
Ucsd_garch\Garch\egarchXcore.m | 807 | 2005-02-10 |
Ucsd_garch\Garch\egarchXEstLikelihood.m | 4164 | 2005-02-10 |
Ucsd_garch\Garch\egarchXLikelihood.m | 3872 | 2005-02-10 |
Ucsd_garch\Garch\fattailed_garch.m | 7582 | 2005-10-08 |
Ucsd_garch\Garch\fattailed_garchlikelihood.m | 3076 | 2005-10-08 |
Ucsd_garch\Garch\fattailed_garchsimulate.m | 2677 | 2005-02-10 |
Ucsd_garch\Garch\garchcore.m | 629 | 2008-10-24 |
Ucsd_garch\Garch\garcheviewscon.m | 611 | 2005-02-10 |
Ucsd_garch\Garch\garcheviewslikelihood.m | 1712 | 2005-02-10 |
Ucsd_garch\Garch\garcheviewssimulate.m | 1902 | 2005-02-10 |
Ucsd_garch\Garch\garchgrad.m | 839 | 2005-02-10 |
Ucsd_garch\Garch\garchinmean.m | 6159 | 2005-10-08 |
Ucsd_garch\Garch\garchinmeancore.m | 929 | 2005-02-10 |
Ucsd_garch\Garch\garchinmeanlikelihood.m | 2171 | 2005-02-10 |
Ucsd_garch\Garch\garchinmeansimulate.m | 2378 | 2005-02-10 |
Ucsd_garch\Garch\garchlikelihood.m | 2269 | 2005-02-10 |
Ucsd_garch\Garch\garchpq.m | 5365 | 2005-02-10 |
Ucsd_garch\Garch\garchpq_eviews.m | 4779 | 2005-02-10 |
Ucsd_garch\Garch\garchsimulate.m | 1902 | 2005-02-10 |
Ucsd_garch\Garch\lagmatrix.m | 803 | 2005-02-10 |
Ucsd_garch\Garch\mafilter.m | 4182 | 2005-10-08 |
Ucsd_garch\Garch\maxcore.m | 665 | 2005-02-10 |
Ucsd_garch\Garch\maxfilter_likelihood.m | 1515 | 2005-02-10 |
Ucsd_garch\Garch\multigarch.m | 8967 | 2005-02-10 |
Ucsd_garch\Garch\multigarchcore.m | 809 | 2005-02-10 |
Ucsd_garch\Garch\multigarchSimulate.m | 3902 | 2005-02-10 |
Ucsd_garch\Garch\multigarch_likelihood.m | 3485 | 2005-02-10 |
Ucsd_garch\Garch\multi_garch_constraints.m | 3334 | 2005-02-10 |
Ucsd_garch\Garch\multi_garch_paramsetup.m | 1899 | 2005-02-10 |
Ucsd_garch\Garch\newlagmatrix.m | 850 | 2005-10-08 |
Ucsd_garch\Garch\skewtdis_LL.m | 1223 | 2005-02-10 |
Ucsd_garch\Garch\skewt_garch.m | 6518 | 2005-02-10 |
Ucsd_garch\Garch\skewt_garchlikelihood.m | 1701 | 2005-02-10 |
Ucsd_garch\Garch\tarch.m | 6764 | 2005-02-10 |
Ucsd_garch\Garch\tarchcore2.m | 879 | 2008-10-09 |
Ucsd_garch\Garch\tarchlikelihood.m | 1650 | 2008-10-09 |
Ucsd_garch\hessian_2sided.m | 1822 | 2005-02-10 |
Ucsd_garch\Kernel Estimation\cosinus.m | 563 | 2005-02-10 |
Ucsd_garch\Kernel Estimation\epanechnikov.m | 569 | 2005-02-10 |
Ucsd_garch\Kernel Estimation\kern_dens_contour.m | 2232 | 2005-02-10 |
Ucsd_garch\Kernel Estimation\kern_dens_plot.m | 1383 | 2005-02-10 |
Ucsd_garch\Kernel Estimation\kern_dens_plot2.m | 2225 | 2005-02-10 |
Ucsd_garch\Kernel Estimation\normal.m | 600 | 2005-02-10 |
Ucsd_garch\Kernel Estimation\quartic.m | 568 | 2005-02-10 |
Ucsd_garch\Kernel Estimation\triangular.m | 561 | 2005-02-10 |
Ucsd_garch\Kernel Estimation\triweight.m | 569 | 2005-02-10 |
Ucsd_garch\Kernel Estimation\uniform.m | 548 | 2005-02-10 |
Ucsd_garch\license.txt | 2176 | 2005-02-10 |
Ucsd_garch\MEX Source\egarchcore.c | 2079 | 2008-10-09 |
Ucsd_garch\MEX Source\egarchXcore.c | 2135 | 2008-10-09 |
Ucsd_garch\MEX Source\garchcore.c | 1841 | 2008-10-09 |
Ucsd_garch\MEX Source\garchgrad.c | 2490 | 2008-10-09 |
Ucsd_garch\MEX Source\garchinmeancore.c | 2734 | 2008-10-09 |
Ucsd_garch\MEX Source\ivech.c | 1511 | 2008-10-09 |
Ucsd_garch\MEX Source\maxcore.c | 1768 | 2008-10-09 |
Ucsd_garch\MEX Source\multigarchcore.c | 1965 | 2008-10-09 |
Ucsd_garch\MEX Source\recserarcore.c | 1796 | 2008-10-09 |
Ucsd_garch\MEX Source\simgarchcore.c | 2524 | 2008-10-09 |