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matlab-garch

于 2015-05-02 发布文件大小:227KB

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下载积分: 1 下载次数: 105

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代码说明：

GARCH模型，用于时间序列金融模型分析工具(garch model)

文件列表：

garch
.....\aicbic.m,5036,2003-05-09
.....\archtest.m,7701,2003-05-09
.....\autocorr.m,8128,2003-05-09
.....\Contents.m,2450,2007-02-01
.....\crosscorr.m,6608,2003-05-09
.....\dfARDTest.m,38492,2005-12-13
.....\dfARTest.m,29016,2005-12-13
.....\dfTSTest.m,38623,2005-12-13
.....\egarchllf.mexw32,9728,2007-01-17
.....\egarchllf.mexw32.csf,1265,2007-01-17
.....\egarchllfn.m,19423,2003-05-09
.....\egarchllft.m,20801,2003-05-09
.....\garchar.m,6254,2003-05-09
.....\garchcount.m,4433,2003-05-09
.....\garchdisp.m,10162,2003-05-09
.....\garchfit.m,119265,2005-06-18
.....\garchget.m,11917,2003-05-09
.....\garchinfer.m,27599,2003-05-09
.....\garchllf.mexw32,10752,2007-01-17
.....\garchllf.mexw32.csf,1277,2007-01-17
.....\garchllfn.m,20237,2003-05-09
.....\garchllft.m,21337,2003-05-09
.....\garchma.m,6440,2003-05-09
.....\garchplot.m,4109,2003-05-09
.....\garchpred.m,35493,2003-05-09
.....\garchset.m,54580,2005-01-20
.....\garchsim.m,58413,2005-06-18
.....\gjrllf.mexw32,9728,2007-01-17
.....\gjrllf.mexw32.csf,1231,2007-01-17
.....\gjrllfn.m,18559,2003-05-09
.....\gjrllft.m,19665,2003-05-09
.....\hpfilter.m,6515,2006-06-17
.....\info.xml,900,2005-01-20
.....\ja
.....\..\info.xml,895,2007-01-11
.....\lagmatrix.m,4450,2003-05-09
.....\lbqtest.m,8445,2003-05-09
.....\lratiotest.m,7159,2003-05-09
.....\parcorr.m,9010,2003-05-09
.....\ppARDTest.m,27271,2005-11-02
.....\ppARTest.m,27160,2005-11-02
.....\ppTSTest.m,27378,2005-11-02
.....\presamplecheck.m,3597,2005-06-18
.....\price2ret.m,6492,2003-05-09
.....\ret2price.m,7431,2003-05-09
.....\unitRootCheck.m,5700,2005-11-02

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