搜索资源列表
GARCH
- 这回garch模型在matlab中的代码-This time garch model in matlab code
Garch
- 对时间序列模型Garch模型进行建模的R语言代码(R code for time series modeling of Garch Family)
copula-garch模型及代码(gauss编的)
- 进行误差预测我觉得很好的，欢迎大家下载 ，对大家都很有用(I think it's good to make the error prediction, and it's very useful for everybody to download)
171011 (1)
- 金融时间序列R语言代码：描述性统计分析、GARCH模型代码等(R language code of financial time series: descr iptive statistical analysis, GARCH model code, etc.)
dcc-garch
- 用R语言做dcc-garch 模型的全过程代码(Using the R language to do the dcc-garch model)
Ucsd_garch
- 使用garch模型是所需要用的相关工具箱的代码(it is the toolbox when you need to use garch model)
GARCH
- 给出了金融时间序列的GARCH模型MATLAB代码和详细的代码说明。非常适合初学者。(The GARCH model MATLAB code and detailed code descr iption of financial time series are given. It's very suitable for beginners.)
R
- 金融时间序列分析上证指数的GARCH模型R语言代码，可用于研究股票的波动性和预测。(The GARCH model R language code of the Shanghai Stock Exchange Index for financial time series analysis can be used to study the volatility and prediction of stocks.)
garchsk
- Jondeau 、Leon 等提出自回归条件方差—偏度—峰度模型(GARCHSK)，用于同时描述收益率二阶矩、三阶矩和四阶矩的时变特征。此文件为该模型代码。(Jondeau, Leon et al. Proposed an autoregressive conditional variance-skewness-kurtosis model (GARCHSK), which was used to describe the time-v
markov garch
- 马尔科夫状态转换的GARCH类模型用matlab程序代码做实证 ms-garch(The GARCH model of Markov state transition is empirically done with matlab code ms-garch)