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Description: 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.
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Size: 1011538 |
Author: 江河 |
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Description: garch工具包,种类比较齐,可以处理非正分布,相关性,多元garch等问题
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Size: 1006656 |
Author: rui |
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Description: 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.
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Size: 1011712 |
Author: 江河 |
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Description: garch工具包,种类比较齐,可以处理非正分布,相关性,多元garch等问题-GARCH toolkit, the type of relatively homogeneous, and deal with non-normal distribution, relevance, issues such as multi-GARCH
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Size: 1057792 |
Author: rui |
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Description: Matlab toolbox for Garch and -Matlab toolbox for Garch and ...
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Size: 334848 |
Author: 269272925 |
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Description: PURPOSE: Helper function part of UCSD_GARCH toolbox. Used if you do not use the MEX file.
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Size: 5120 |
Author: fatemeh |
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Description: 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 toolbox. It has been widely used by students here at Oxford, and represents a substantial improvement in robustness over the original UCSD GARCH code, although in its current form it only contains univariate routines.
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Size: 502784 |
Author: |
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Description: ucsd_garch模型,可以应用DCC-GARCH等,统计,经济学等必备-ucsd_garch models in matlab
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Size: 1054720 |
Author: 张帅哥 |
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Description: ucsd garch matlab soft
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Size: 333824 |
Author: xhfxy
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Description: Garch,MV Garch等多元garch模型函数(Garch,MV Garch, Distributions estimation, Kernel Estimation and etc)
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Size: 284672 |
Author: 小小娜 |
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Description: 最新的多元动态GARCH模型的包,是Ucsd_garch的升级版本,目前还在更新中(the latest GARCH model toolbox)
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Size: 510976 |
Author: 小琴 |
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Description: 用于GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH等GARCH类模型的估计。(GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH)
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Size: 1006592 |
Author: zhouzhou000333 |
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Description: 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)
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Size: 286720 |
Author: sycee |
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