Location:
Search - garch toolbox
Search list
Description: 2.多元GARCH模型预测的Matlab程序-2. Multi-GARCH model prediction of Matlab procedures
Platform: |
Size: 5120 |
Author: blue8202 |
Hits:
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
Platform: |
Size: 1057792 |
Author: rui |
Hits:
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.
Platform: |
Size: 1011712 |
Author: 左秀霞 |
Hits:
Description: The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines.
Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are supported.
Platform: |
Size: 81920 |
Author: qq |
Hits:
Description: matlab garch工具包
非常智能-matlab garch kit is very smart
Platform: |
Size: 224256 |
Author: jerry |
Hits:
Description: Matlab toolbox for Garch and -Matlab toolbox for Garch and ...
Platform: |
Size: 334848 |
Author: 269272925 |
Hits:
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.
Platform: |
Size: 502784 |
Author: |
Hits:
Description: 美国加利福尼亚大学的garch计算工具包-The GARCH toolbox from university california
Platform: |
Size: 334848 |
Author: kk |
Hits:
Description: 牛津大学金融工程Matlab综合计算工具包（包括garch）-Financial engineering Matlab toolbox from Oxford university
Platform: |
Size: 2200576 |
Author: kk |
Hits:
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 -forecasts based on routine, there is heteroscedasticity in solving the time series well.
Platform: |
Size: 901120 |
Author: 何凯 |
Hits:
Description: MATLAB GARCH工具箱，是学习MATLAB工具箱的首选工具书。-The GARCH Toolbox, combined with MATLAB and the Optimization and
Statistics Toolboxes, provides an integrated computing environment for
modeling the volatility of univariate economic time series. The GARCH
Toolbox uses a general ARMAX conditional mean model combined with a
conditional variance model of GARCH, GJR, or EGARCH form to perform
simulation, forecasting, and parameter estimation of univariate time series in
the presence of conditional heteroscedasticity. Supporting functions perform
tasks such as pre- and postestimation diagnostic testing, hypothesis testing of
residuals, model order selection, and time-series transformations. Graphics
capabilities let you plot correlation functions and visually compare matched
innovations, volatility, and return series.
Platform: |
Size: 1173504 |
Author: hfhf911 |
Hits:
Description: garch工具箱 估计garch模型和garch参数。-garch toolbox very powerful useful toolbox recommended! ! !
Platform: |
Size: 6625280 |
Author: jingxpq |
Hits:
Description: GARCH Toolbox for Matlab, developed by James LeSage.
Platform: |
Size: 57344 |
Author: n_antonov |
Hits:
Description: matlab工具箱，可以用来处理各类garch模型，尤其是包含CCCGARCH等多元garch模型-it s a matlab toolbox that can be used to deal with all kinds of garch model, especially multivariate garch model like CCC-GARCH model
Platform: |
Size: 512000 |
Author: 夏丹 |
Hits:
Description: ucsd garch matlab soft
Platform: |
Size: 333824 |
Author: xhfxy
|
Hits:
Description: matlab的garch工具箱，对此感兴趣的同学可以看看(Matlab GARCH toolbox, interested students can learn from it)
Platform: |
Size: 1149952 |
Author: TraceCJY
|
Hits:
Description: garch 工具箱方便简洁，内容完美，包括模型的建立，模型的检验，模型的选择。(The garch toolbox is perfect, it include the establishment of the model, the model of the test, the choice of the model..)
Platform: |
Size: 216064 |
Author: wangtianming
|
Hits:
Description: 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。(One of the software developed by Professor Kelvin sheppart, a student of the famous Nobel economics prize, Professor Robert Engle, focuses on the design of GARCH. Strengthen statistics from Bollerslev, Tim CCC-garch. There are tools for Garch such as Bootstrap method, GJR-garch, Figarch. and so on.)
Platform: |
Size: 2210816 |
Author: tracyxyx
|
Hits:
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)
Platform: |
Size: 286720 |
Author: sycee |
Hits:
Description: 该文件为MATLAB中的garch多元代码工具箱(This file is the GARCH multicode toolbox in MATLAB)
Platform: |
Size: 916480 |
Author: glimmer136 |
Hits: