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OrthogonalTGARCH
本文对@:AB及其衍变模型进行了分析和总结,提出了直交门槛一般化自回归条件异方差#< 90 8 17C
-D@:AB*模型。通过模型平稳性测试、@:效果检定、@:AB效果检定、模型阶数鉴定、模型参数估计与模型诊断对模型进行
评估,作者认为这种模型在估计投资组合资产收益的波动性上优越@:AB及其衍变模型。
(In this paper, @: AB model and its evolution are analyzed and summed up the proposed DC-AC threshold generalized autoregressive conditional heteroskedasticity# < 90 8 17C-D @: AB* model. Smooth adoption of the model testing, @: the effect of test, @: AB test the effect of model order identification, model parameter estimation and model diagnostics to assess the model, the authors suggest that this model portfolios in estimating the volatility of capital gains on the superior @ : AB and its evolution model.)
- 2009-05-30 12:36:07下载
- 积分:1
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bjh
matlab manual books
- 2011-09-16 17:46:45下载
- 积分:1
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Calculation of intensities and peak pressure
超声换能器线性阵列声强和声压峰值计算案例(calculations of intensities and peak pressure of the linear arrays)
- 2018-01-31 21:40:07下载
- 积分:1
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ex4_4
基于matlab的切比雪夫-2型低通滤波器设计(Matlab based on the-2 Chebyshev-type low-pass filter design)
- 2009-03-17 13:12:24下载
- 积分:1
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erfenfa
波尔查诺二分法,区间半分法,matlab调用函数(The dichotomy of Bolzano, the range of half of France, the Matlab function is called)
- 2012-08-12 16:41:49下载
- 积分:1
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alphabet-recpgnition
用matlab 编写的英文字母识别的程序,附带样本和测试库,可以运行(alphabet recognition high performance)
- 2013-12-14 15:31:09下载
- 积分:1
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gongetidufa
一种共轭梯度法的matlab函数,可以用于求解病态的线性方程组,提高求解精度.还提供了算法的介绍文档(A conjugate gradient method of matlab function, can be used to solve ill-conditioned linear equations, improve the accuracy of solving)
- 2016-11-27 00:28:58下载
- 积分:1
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LOSS
本程序计算金属包覆平板波导有效折射率的和损耗(The program calculates metal-coated slab waveguide effective refractive index and loss)
- 2009-11-05 23:52:48下载
- 积分:1
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PSKDemodulationPart1
PSK 调制方式的解调第一部分,解调过程建模和参数设置(PSK demodulator of part 1)
- 2009-04-27 20:58:07下载
- 积分:1
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RRG-MAENS
解决大规模限量弧路由的程序,本程序采用了PAM聚类的方法。(To solve large-scale limited arc routing procedures, the program uses a PAM clustering method.)
- 2013-12-03 15:39:31下载
- 积分:1