ARMAX_GARCH_K_SK_Toolbox

代码说明：

  garch族（garch,garchs,garchsk,gjr）模型的参数模拟，以及风险值 VaR 在不同水平下的估算。(garch group (garch, garchs, garchsk, gjr) parameters of the simulation model, and the estimated risk value VaR at different levels.)

文件列表：

ARMAX_GARCH_K_SK_Toolbox\agarchcore.m
ARMAX_GARCH_K_SK_Toolbox\apgarchcore.m
ARMAX_GARCH_K_SK_Toolbox\data.mat
ARMAX_GARCH_K_SK_Toolbox\egarchcore.m
ARMAX_GARCH_K_SK_Toolbox\garch.m
ARMAX_GARCH_K_SK_Toolbox\garchcore.m
ARMAX_GARCH_K_SK_Toolbox\garchfind.m
ARMAX_GARCH_K_SK_Toolbox\garchfor.m
ARMAX_GARCH_K_SK_Toolbox\garchfor2.m
ARMAX_GARCH_K_SK_Toolbox\garchk.m
ARMAX_GARCH_K_SK_Toolbox\garchkcore.m
ARMAX_GARCH_K_SK_Toolbox\garchkfor.m
ARMAX_GARCH_K_SK_Toolbox\garchkfor2.m
ARMAX_GARCH_K_SK_Toolbox\garchklik.m
ARMAX_GARCH_K_SK_Toolbox\garchkplot.m
ARMAX_GARCH_K_SK_Toolbox\garchksim.m
ARMAX_GARCH_K_SK_Toolbox\garchkvar.m
ARMAX_GARCH_K_SK_Toolbox\garchkvar2.m
ARMAX_GARCH_K_SK_Toolbox\garchlik.m
ARMAX_GARCH_K_SK_Toolbox\garchplot.m
ARMAX_GARCH_K_SK_Toolbox\garchsim.m
ARMAX_GARCH_K_SK_Toolbox\garchsk.m
ARMAX_GARCH_K_SK_Toolbox\garchskcore.m
ARMAX_GARCH_K_SK_Toolbox\garchskfor.m
ARMAX_GARCH_K_SK_Toolbox\garchskfor2.m
ARMAX_GARCH_K_SK_Toolbox\garchsklik.m
ARMAX_GARCH_K_SK_Toolbox\garchskvar.m
ARMAX_GARCH_K_SK_Toolbox\garchskvar2.m
ARMAX_GARCH_K_SK_Toolbox\garchvar.m
ARMAX_GARCH_K_SK_Toolbox\garchvar2.m
ARMAX_GARCH_K_SK_Toolbox\garchvolfor.m
ARMAX_GARCH_K_SK_Toolbox\gjrcore.m
ARMAX_GARCH_K_SK_Toolbox\license.txt
ARMAX_GARCH_K_SK_Toolbox\nagarchcore.m
ARMAX_GARCH_K_SK_Toolbox\narchcore.m
ARMAX_GARCH_K_SK_Toolbox\ngarchcore.m
ARMAX_GARCH_K_SK_Toolbox\readme.m
ARMAX_GARCH_K_SK_Toolbox\readme\readme.html
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch.html
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications.html
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications_01.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications_02.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications_03.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications_04.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications_05.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications_06.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications_eq18035.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications_eq56823.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications_eq66763.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_applications_eq97096.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq04222.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq08641.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq10360.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq19870.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq36445.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq38481.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq40695.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq43193.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq45844.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq48814.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq50495.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq52106.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq54949.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq55697.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq59693.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq62126.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq64908.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq70792.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq75742.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq75822.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_eq94830.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k.html
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_applications.html
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_applications.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_applications_01.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_applications_02.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_applications_03.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_applications_eq18035.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_applications_eq54059.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_applications_eq56823.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_applications_eq97096.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_eq03306.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_eq08641.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_eq10360.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_eq27188.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_eq38481.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_eq54949.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_eq74390.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_armax_garch_k_eq94830.png
ARMAX_GARCH_K_SK_Toolbox\readme\readme_function_list.html
ARMAX_GARCH_K_SK_Toolbox\readme\readme_references.html
ARMAX_GARCH_K_SK_Toolbox\readme_armax_garch.m
ARMAX_GARCH_K_SK_Toolbox\readme_armax_garch_applications.m
ARMAX_GARCH_K_SK_Toolbox\readme_armax_garch_k.m
ARMAX_GARCH_K_SK_Toolbox\readme_armax_garch_k_applications.m
ARMAX_GARCH_K_SK_Toolbox\readme_function_list.m
ARMAX_GARCH_K_SK_Toolbox\readme_references.m
license.txt