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Description: 2.多元GARCH模型预测的Matlab程序-2. Multi-GARCH model prediction of Matlab procedures
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Size: 5120 |
Author: blue8202 |
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Description: 对GARCH－t模型参数的估计,主要是运用已有的股票数据估计参数-GARCH-t model for the estimated parameters, mainly the use of stock data has been estimated parameters
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Size: 3072 |
Author: 董晓伟 |
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Description: 详细介绍garch模型及其matlab实现-GARCH model and its detailed introduction matlab realize
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Size: 1136640 |
Author: zhangxianqi |
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Description: 利用matlab软件进行程序设计的GARCH以及多元GARCH模型的源程序工具箱。-Using matlab software program design GARCH and GARCH model of multi-source toolkit.
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Size: 1011712 |
Author: 左秀霞 |
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Description: the text file QMLE contains the quasi maximum
likelyhood estimating procedure and performing Information Matrix test
for a univariate GARCH(1,1) model
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Size: 3072 |
Author: 萧建 |
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Description: 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 are a variety of matlab version), in great detail. Is mainly a lot of other can not run the Internet, the steps I have just had a try, you can run,
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Size: 7982080 |
Author: jcuaon |
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Description: Garch模型的最大似然估计方法，基于MATLAB程序。-Garch model of maximum likelihood estimation method, based on the MATLAB program.
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Size: 1024 |
Author: 阿杜 |
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Description: garch model for econometric
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Size: 1024 |
Author: Hani |
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Description: A common garch model used in everywhere
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Size: 334848 |
Author: jmclead |
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Description: Demo of some Garch models, include ugarch, dcc-garch, ica-garch, and neural network garch, and ica-nn-garch. the last two model are proposaed by me
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Size: 113664 |
Author: harry |
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Description: GARCH建模实例讲解。一个完整的程序示例，以供学习。-GARCH model
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Size: 3072 |
Author: Tqing |
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Description: ARMA model. GARCH. stitionary. LBQtest.
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Size: 1024 |
Author: Andrey |
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Description: 本文引入随机环境干扰,将非线性时间序列GARCH模型推广为REGARCH模型,并讨论REGARCH模型的几何遍历性及伴随几何遍历性-By introducing random environmental disturbance, the nonlinear time series model to the REGARCH GARCH model, and discuss REGARCH model with the geometric ergodicity and geometric ergodicity
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Size: 23552 |
Author: 曹哥 |
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Description: 多元GARCH模型 多元GARCH模型-Multivariate GARCH model
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Size: 84992 |
Author: 莉莉 |
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Description: 贝叶斯估计garch，比普通极大似然估计更稳健，不受样本限制(bayesian estimation of garch model)
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Size: 1024 |
Author: 1971273594@qq.com
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Description: GARCH model estimation R package.
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Size: 272384 |
Author: mrtlb
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Description: 用R语言做dcc-garch 模型的全过程代码(Using the R language to do the dcc-garch model)
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Size: 11264 |
Author: Yankiiiii |
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Description: 建立bekk-garch模型，用于时间建序列的分析(Establishment of bekk-garch model for UShi sequence analysis)
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Size: 13312 |
Author: stopshoot |
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Description: 给出了金融时间序列的GARCH模型MATLAB代码和详细的代码说明。非常适合初学者。(The GARCH model MATLAB code and detailed code description of financial time series are given. It's very suitable for beginners.)
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Size: 15360 |
Author: 我是月华 |
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Description: 马尔科夫状态转换的GARCH类模型用matlab程序代码做实证 ms-garch(The GARCH model of Markov state transition is empirically done with matlab code
ms-garch)
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Size: 1409024 |
Author: 陈丹琳 |
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