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Title: garch Download
 Description: A common garch model used in everywhere
 Downloaders recently: [More information of uploader jmcarrascoc]
 To Search: garch
  • [GARCH] - GARCH-t model for the estimated paramete
  • [garch_like] - Garch model of maximum likelihood estima
  • [ARIMA] - Autoregressive moving average model (Aut
  • [7.x-Garch-Toolbox] - matlab garch kit is very smart
  • [GARCH_n[1]] - Estimates a GARCH(1,1) under the normali
  • [GARCH] - GARCH model
  • [GARCH-Matlab] - GARCH forecasts based on routine, there
File list (Check if you may need any files):
BootStrap
.........\block_bootstrap.m
.........\bsds.m
.........\bsds_studentized.m
.........\cont_bootstrap.m
.........\stationary_bootstrap.m
Distributions
.............\exppowcdf.m
.............\exppowpdf.m
.............\exppowrnd.m
.............\gedcdf.m
.............\gedinv.m
.............\gedpdf.m
.............\gedrnd.m
.............\skewtdis_cdf.m
.............\skewtdis_inv.m
.............\skewtdis_pdf.m
.............\skewtdis_rnd.m
.............\stdtdis_cdf.m
.............\stdtdis_pdf.m
.............\stdtdis_rnd.m
Kernel Estimation
.................\cosinus.m
.................\epanechnikov.m
.................\kern_dens_contour.m
.................\kern_dens_plot.m
.................\kern_dens_plot2.m
.................\normal.m
.................\quartic.m
.................\triangular.m
.................\triweight.m
.................\uniform.m
MV Garch
........\Bekk
........\....\diagonal_bekk_mvgarch.m
........\....\diagonal_bekk_mvgarch_likelihood.m
........\....\diagonal_bekk_simulate.m
........\....\full_bekk_mvgarch.m
........\....\full_bekk_mvgarch_likelihood.m
........\....\full_bekk_simulate.m
........\....\scalar_bekk_mvgarch.m
........\....\scalar_bekk_mvgarch_likelihood.m
........\....\scalar_bekk_simulate.m
........\Correlation MVGarch
........\...................\cc_ivech.m
........\...................\cc_mvgarch.m
........\...................\cc_mvgarch_full_likelihood.m
........\...................\cc_mvgarch_simulate.m
........\...................\dcc_hessian.m
........\...................\dcc_mvgarch.m
........\...................\dcc_mvgarch_full_likelihood.m
........\...................\dcc_mvgarch_likelihood.m
........\...................\dcc_mvgarch_test.m
........\...................\dcc_simulate.m
........\...................\dcc_univariate_simulate.m
........\...................\Idcc_mvgarch.m
........\...................\Idcc_mvgarch_full_likelihood.m
........\...................\Idcc_mvgarch_likelihood.m
........\ivech.m
........\o_mvgarch.m
........\pca.m
........\T Bekk
........\......\diagonal_bekk_T_est_likelihood.m
........\......\diagonal_bekk_T_likelihood.m
........\......\diagonal_bekk_T_mvgarch.m
........\......\full_bekk_T_est_likelihood.m
........\......\full_bekk_T_likelihood.m
........\......\full_bekk_T_mvgarch.m
........\......\scalar_bekk_T_est_likelihood.m
........\......\scalar_bekk_T_likelihood.m
........\......\scalar_bekk_T_mvgarch.m
........\vech.m
license.txt
ucsd_garch_demo.m
hessian_2sided.m
Contents.m
fx.mat
Garch
.....\armaxfilter.m
.....\armaxfilter_likelihood.m
.....\armaxsimulate.m
.....\egarch.m
.....\egarchcore.m
.....\egarchEstLikelihood.m
.....\egarchlikelihood.m
.....\egarchsimulate.m
.....\egarchX.m
.....\egarchXcore.m
.....\egarchXEstLikelihood.m
.....\egarchXLikelihood.m
.....\fattailed_garch.m
.....\fattailed_garchlikelihood.m
.....\fattailed_garchsimulate.m
.....\garchcore.m
.....\garcheviewscon.m
.....\garcheviewslikelihood.m
.....\garcheviewssimulate.m
.....\garchgrad.m
.....\garchinmean.m
.....\garchinmeancore.m
    

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