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.

c/c++ programming notes. it's course notes from USCD professor. It may have copy right, please don't distribute.

USCD MGARCH model in Matlab