msimGARCH

代码说明：

  综合使用EViews（统计软件）与Matlab实现广义自回归条件异方差模型(GARCH)的模拟、估计与预测(Integrated use EViews (statistical software) and Matlab achieve generalized autoregressive conditional heteroskedasticity model simulations, estimates and projections)

文件列表：

msimGARCH
.........\simGARCH.prg,6572,2009-06-07
.........\simGARCH_shape.prg,2702,2009-03-17
.........\simGJR.prg,7526,2009-03-17
.........\simGJR_wfpage.prg,3716,2009-03-18
.........\simPrediction.prg,6632,2009-03-17
.........\simPreGJRWfpage.prg,6632,2009-03-18
.........\sim_lam=-02lam=00_skewt_gjr.xls,54272,2009-03-18
.........\sim_normal_garch.prg,5416,2009-03-17
.........\sim_normal_gjr.prg,5580,2009-03-17
.........\sim_stut_garch.prg,2248,2009-03-17
.........\skewt_rnd.m,1237,2009-06-06
.........\test_simols.prg,3329,2009-03-17