ucsd-garch

代码说明：

  ucsd_garch模型，可以应用DCC-GARCH等，统计，经济学等必备(ucsd_garch models in matlab)

文件列表：

ucsd_garch
..........\5.3 Win32 Binaries
..........\..................\egarchcore.dll,49152,2001-01-21
..........\..................\garchcore.dll,102400,2001-12-20
..........\..................\garchgrad.dll,102400,2001-12-20
..........\..................\garchinmeancore.dll,102400,2001-12-20
..........\..................\ivech.dll,53248,2001-12-20
..........\..................\maxcore.dll,102400,2001-12-20
..........\..................\multigarchcore.dll,102400,2001-12-20
..........\..................\recserarcore.dll,57344,2001-12-20
..........\..................\tarchcore.dll,57344,2001-12-20
..........\..................\vech.dll,53248,2001-12-20
..........\6.0 Win32 Binaries
..........\..................\egarchcore.dll,90112,2001-02-17
..........\..................\egarchXcore.dll,49152,2002-06-29
..........\..................\garchcore.dll,102400,2001-12-20
..........\..................\garchgrad.dll,102400,2001-12-20
..........\..................\garchinmeancore.dll,102400,2001-12-20
..........\..................\ivech.dll,49152,2002-04-09
..........\..................\maxcore.dll,102400,2001-12-20
..........\..................\multigarchcore.dll,102400,2001-12-20
..........\..................\recserarcore.dll,53248,2001-12-20
..........\..................\simgarchcore.dll,53248,2002-05-06
..........\..................\tarchcore.dll,57344,2001-12-20
..........\..................\vech.dll,53248,2001-12-20
..........\BootStrap
..........\.........\block_bootstrap.m,960,2001-11-24
..........\.........\bsds.m,2290,2002-05-06
..........\.........\bsds_studentized.m,3091,2001-11-24
..........\.........\cont_bootstrap.m,1239,2001-11-24
..........\.........\stationary_bootstrap.m,958,2001-11-24
..........\Contents.m,10537,2001-12-20
..........\Distributions
..........\.............\exppowcdf.m,1148,2001-11-24
..........\.............\exppowpdf.m,895,2001-11-24
..........\.............\exppowrnd.m,1196,2001-11-24
..........\.............\gedcdf.m,1377,2002-01-10
..........\.............\gedinv.m,961,2001-11-24
..........\.............\gedpdf.m,805,2001-11-24
..........\.............\gedrnd.m,1664,2001-11-24
..........\.............\skewtdis_cdf.m,1425,2001-11-24
..........\.............\skewtdis_inv.m,1555,2001-11-24
..........\.............\skewtdis_pdf.m,1001,2001-11-24
..........\.............\skewtdis_rnd.m,1102,2001-11-24
..........\.............\stdtdis_cdf.m,883,2001-11-24
..........\.............\stdtdis_pdf.m,921,2001-11-24
..........\.............\stdtdis_rnd.m,1010,2002-01-10
..........\fx.mat,80712,2001-01-06
..........\Garch
..........\.....\armaxfilter.m,5610,2002-04-24
..........\.....\armaxfilter_likelihood.m,1639,2001-12-20
..........\.....\armaxsimulate.m,1834,2001-11-24
..........\.....\egarch.m,7197,2002-06-29
..........\.....\egarchcore.m,754,2002-02-17
..........\.....\egarchEstLikelihood.m,3939,2002-07-01
..........\.....\egarchlikelihood.m,3726,2002-07-01
..........\.....\egarchsimulate.m,2923,2002-07-26
..........\.....\egarchX.m,7433,2002-06-29
..........\.....\egarchXcore.m,793,2002-06-29
..........\.....\egarchXEstLikelihood.m,4150,2002-06-28
..........\.....\egarchXLikelihood.m,3858,2002-06-28
..........\.....\fattailed_garch.m,7560,2002-01-10
..........\.....\fattailed_garch2.m,5657,2002-04-17
..........\.....\fattailed_garchlikelihood.m,3060,2002-01-10
..........\.....\fattailed_garchlikelihood2.m,3110,2002-07-01
..........\.....\fattailed_garchsimulate.m,2663,2001-11-24
..........\.....\garchcore.m,629,2001-11-24
..........\.....\garchcore2.m,948,2002-04-17
..........\.....\garcheviewscon.m,597,2002-01-17
..........\.....\garcheviewslikelihood.m,1698,2001-12-14
..........\.....\garcheviewssimulate.m,1888,2001-11-25
..........\.....\garchgrad.m,825,2001-11-24
..........\.....\garchinmean.m,6135,2002-06-19
..........\.....\garchinmeancore.m,915,2001-11-24
..........\.....\garchinmeanlikelihood.m,2157,2001-11-24
..........\.....\garchinmeansimulate.m,2364,2001-11-24
..........\.....\garchlikelihood.m,2255,2002-01-10
..........\.....\garchpq.m,5360,2002-01-10
..........\.....\garchpq_eviews.m,4774,2001-12-14
..........\.....\garchsimulate.m,1888,2001-11-24
..........\.....\lagmatrix.m,789,2001-11-24
..........\.....\mafilter.m,4152,2002-04-26
..........\.....\maxcore.m,651,2001-11-24
..........\.....\maxfilter_likelihood.m,1501,2001-11-24
..........\.....\multigarch.m,8955,2002-05-01
..........\.....\multigarchcore.m,795,2001-12-15
..........\.....\multigarchSimulate.m,3888,2002-01-08
..........\.....\multigarch_likelihood.m,3471,2002-11-15
..........\.....\multi_garch_constraints.m,3320,2002-05-01
..........\.....\multi_garch_paramsetup.m,1885,2001-12-15
..........\.....\newlagmatrix.m,832,2002-01-11
..........\.....\skewtdis_LL.m,1209,2005-01-30
..........\.....\skewt_garch.m,6506,2002-04-23
..........\.....\skewt_garchlikelihood.m,1687,2005-01-30
..........\.....\tarch.m,6752,2002-05-03
..........\.....\tarchlikelihood.m,1632,2001-12-16
..........\Kernel Estimation
..........\.................\cosinus.m,549,2001-12-15
..........\.................\epanechnikov.m,555,2001-12-15
..........\.................\kern_dens_contour.m,2218,2001-12-15