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ucsd_garch
- 经济类的实用的时间序列分析软件包,已经是目前最好的版本了。USCD_GARCH,可以研究非平稳时间序列数据。-kind of practical time series analysis software package, is the best current version. USCD_GARCH can study non-stationary time series data.
GARch_Ucsd
- Ucsd编写的matlab的GARCH模型分析与预测。包括两个安装包和安装说明(各种matlab版本都有),很详细。主要是好多网上其他无法运行,这个步骤我刚刚试试过,可以运行,-UCSD matlab prepared the GARCH model analysis and forecast. Includes two installation package and installation instructions (there
7.x-Garch-Toolbox
- matlab garch工具包 非常智能-matlab garch kit is very smart
Ucsd_garch
- Matlab toolbox for Garch and -Matlab toolbox for Garch and ...
MFE_Toolbox_Documentation
- MFE Toolbox 的使用说明书。 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。-The Oxford MFE Toolbox is the follow on to the
ucsd-garch
- ucsd_garch模型,可以应用DCC-GARCH等,统计,经济学等必备-ucsd_garch models in matlab
Ucsd_garch
- ucsd garch matlab soft