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GARCH族模型估计的MATLAB

  • 资源大小:534.36 kB
  • 上传时间:2021-06-29
  • 下载次数:0次
  • 浏览次数:1次
  • 资源积分:1积分
  • 标      签: Matlab matlab 模型 估计 GARCH

资 源 简 介

有了这个工具箱,你可以估计garch模型族(garch,egarch,gjr,npgarch,agarch,nagarch…)和预测波动性。这个工具箱是由非常有用的函数。它来了一个手册和一些例子。

文 件 列 表

agarchcore.m
apgarchcore.m
data.mat
egarchcore.m
garch.m
garchcore.m
garchfind.m
garchfor.m
garchfor2.m
garchk.m
garchkcore.m
garchkfor.m
garchkfor2.m
garchklik.m
garchkplot.m
garchksim.m
garchkvar.m
garchkvar2.m
garchlik.m
garchplot.m
garchsim.m
garchvar.m
garchvar2.m
garchvolfor.m
gjrcore.m
license.txt
nagarchcore.m
narchcore.m
ngarchcore.m
readme
readme.html
readme_armax_garch.html
readme_armax_garch_applications.html
readme_armax_garch_applications.png
readme_armax_garch_applications_01.png
readme_armax_garch_applications_02.png
readme_armax_garch_applications_03.png
readme_armax_garch_applications_04.png
readme_armax_garch_applications_05.png
readme_armax_garch_applications_06.png
readme_armax_garch_applications_eq18035.png
readme_armax_garch_applications_eq56823.png
readme_armax_garch_applications_eq66763.png
readme_armax_garch_applications_eq97096.png
readme_armax_garch_eq04222.png
readme_armax_garch_eq08641.png
readme_armax_garch_eq10360.png
readme_armax_garch_eq19870.png
readme_armax_garch_eq36445.png
readme_armax_garch_eq38481.png
readme_armax_garch_eq40695.png
readme_armax_garch_eq43193.png
readme_armax_garch_eq45844.png
readme_armax_garch_eq48814.png
readme_armax_garch_eq50495.png
readme_armax_garch_eq52106.png
readme_armax_garch_eq54949.png
readme_armax_garch_eq55697.png
readme_armax_garch_eq59693.png
readme_armax_garch_eq62126.png
readme_armax_garch_eq64908.png
readme_armax_garch_eq70792.png
readme_armax_garch_eq75742.png
readme_armax_garch_eq75822.png
readme_armax_garch_eq94830.png
readme_armax_garch_k.html
readme_armax_garch_k_applications.html
readme_armax_garch_k_applications.png
readme_armax_garch_k_applications_01.png
readme_armax_garch_k_applications_02.png
readme_armax_garch_k_applications_03.png
readme_armax_garch_k_applications_eq18035.png
readme_armax_garch_k_applications_eq54059.png
readme_armax_garch_k_applications_eq56823.png
readme_armax_garch_k_applications_eq97096.png
readme_armax_garch_k_eq03306.png
readme_armax_garch_k_eq08641.png
readme_armax_garch_k_eq10360.png
readme_armax_garch_k_eq27188.png
readme_armax_garch_k_eq38481.png
readme_armax_garch_k_eq54949.png
readme_armax_garch_k_eq74390.png
readme_armax_garch_k_eq94830.png
readme_function_list.html
readme_references.html
readme.m
readme_armax_garch.m
readme_armax_garch_applications.m
readme_armax_garch_k.m
readme_armax_garch_k_applications.m
readme_function_list.m
readme_references.m

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