garchkit

代码说明：

  GARCH 模型计算工具包，计算各种garch模型比如GARCH-M，NGARCH，EGARCH(GARCH toolkil for different GARCH model, include GARCH-M, EGARCH,NGARCH etc)

文件列表：

garchkit
........\CVS
........\...\Entries,966,2005-03-31
........\...\Entries.Log,18,2005-03-31
........\...\Repository,10,2003-12-18
........\...\Root,47,2003-12-18
........\figarch.m,675,2003-07-30
........\fiscript.m,462,2003-07-30
........\garch11.m,3295,2003-07-30
........\garch11sim.m,2109,2003-07-30
........\garchest.asv,8048,2004-05-07
........\garchest.m,8081,2006-07-07
........\garchobjfn.m,6754,2004-11-19
........\garchobjfn_max.m,249,2003-07-30
........\GARCHOptSet.m,2471,2003-07-30
........\garchresults.m,6882,2004-03-13
........\garchsim.asv,7950,2004-03-11
........\garchsim.m,7983,2004-03-11
........\garprice.asv,5760,2005-03-31
........\garprice.m,5951,2005-03-31
........\optiondemo.m,228,2003-07-30
........\private
........\.......\ARMAfilter.asv,569,2004-05-11
........\.......\ARMAfilter.m,763,2004-05-14
........\.......\beta_cdf.m,1166,2000-10-09
........\.......\chis_cdf.m,817,2003-07-30
........\.......\chis_pdf.m,828,2003-07-30
........\.......\chis_rnd.m,1429,2003-07-30
........\.......\converttheta.m,1067,2003-07-30
........\.......\CVS
........\.......\...\Entries,1359,2005-03-31
........\.......\...\Repository,18,2003-12-18
........\.......\...\Root,47,2003-12-18
........\.......\fdis_cdf.m,780,2000-10-09
........\.......\gamm_cdf.m,817,2003-07-30
........\.......\gamm_pdf.m,836,2003-07-30
........\.......\GARCHfilter.m,4821,2006-08-10
........\.......\GarchGradients.m,561,2003-07-30
........\.......\invlogit.m,616,2003-07-30
........\.......\is_scalar.m,595,2003-07-30
........\.......\logitcdf.m,628,2003-07-30
........\.......\numdiff.m,7631,2003-07-30
........\.......\oldgf.m,4380,2003-07-30
........\.......\old_cgv.m,1833,2003-07-30
........\.......\qtest.m,1459,2003-07-30
........\.......\qtest2.m,1157,2003-07-30
........\.......\sasdate2matlab.m,611,2003-07-30
........\.......\show.m,946,2003-07-30
........\.......\tdis_cdf.m,918,2000-06-06
........\.......\tdis_pdf.m,943,2003-07-30
........\.......\tdis_rnd.m,978,2003-07-30
........\.......\varcovar.m,1845,2003-07-30
........\.......\vech.m,458,2003-07-30
........\.......\vech2matrix.m,1106,2003-07-30
........\.......\vecrep.m,954,2003-07-30
........\.......\vmixnormpdf.m,4031,2003-07-30
........\.......\vmixnormpdf2.m,3966,2003-07-30
........\.......\vnormpdf.m,2793,2003-07-30
........\README.txt,5768,2003-07-30
........\simpletest.asv,1505,2004-03-11
........\simpletest.m,149,2004-03-11
........\testdata.csv,447881,2004-09-25
........\testgarchkit3.asv,2074,2006-09-14
........\testgarchkit3.m,1799,2006-09-14
........\testqnewton.m,71,2003-07-30
........\tgarch11.m,2834,2003-07-30
........\tgarch11sim.m,2140,2003-07-30
........\u_ARMAGARCH_trans.m,8038,2004-03-11