- Category:
- matlab
- Tags:
-
- File Size:
- 4kb
- Update:
- 2020-04-06
- Downloads:
- 7 Times
- Uploaded by:
- 陈丹琳
Description: Jondeau, Leon et al. Proposed an autoregressive conditional variance-skewness-kurtosis model (GARCHSK), which was used to describe the time-varying characteristics of the second, third, and fourth moments of the yield simultaneously. This file is the model code.
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| garchsk\garchsk\garchcore.m | 863 | 2020-02-13
|
| garchsk\garchsk\garchsklik.m | 356 | 2020-02-13
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| garchsk\garchsk\garchsk_main.m | 1914 | 2020-04-04
|
| garchsk\garchsk1\garchcore1.m | 656 | 2020-02-13
|
| garchsk\garchsk1\garchsklik1.m | 359 | 2020-04-04
|
| garchsk\garchsk1\garchsk_main1.m | 1505 | 2020-02-13
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| garchsk\GARCHSKguji.m | 1379 | 2020-02-15
|
| garchsk\garchsk | 0 | 2020-02-13
|
| garchsk\garchsk1 | 0 | 2020-02-13
|
| garchsk | 0 | 2020-04-01 |
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