登录
首页 » matlab » VaR-EWMA& Historical simulation

VaR-EWMA& Historical simulation

于 2021-05-09 发布 文件大小:1KB
0 84
下载积分: 1 下载次数: 12

代码说明:

  用EWMA(garch(1,1))模型进行计算,rolling window的形式(use the method of rolling window size equals to 250, adopt EWMA model which also calls Garch(1,1) to calculate the Value at Risk)

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • sin_interp
    自己编写的正弦插值算法及误差计算Matlab仿真试验代码,供交流参考。(I have written Sinusoidal interpolation algorithm and error calculation of Matlab simulation code for the exchange of reference.)
    2008-04-15 11:08:02下载
    积分:1
  • De_CRC_Bit
    matlab环境下的 CRC解码程序,主要是用于无线通信系统中。(The the CRC decoding program in the Matlab environment, mainly used in wireless communication systems.)
    2012-08-23 18:46:45下载
    积分:1
  • dxnb
    单项逆变simulink仿真模型,成功测试。(Single inverter simulink simulation model, and successfully tested.)
    2012-11-21 15:07:06下载
    积分:1
  • Evacuation-simulation
    人员疏散过程建模仿真 采用元胞自动机的方法 对公共安全中的人员疏散问题进行了分析,在此基础上提出了一系列的基本假设,建立了人员疏散模型(Occupant Evacuation Model),并用Matlab实现了仿真程序。 通过在不同初始条件下的多次仿真测试,比较了不同条件下的仿真结果,由此提出了一些公共场所提高安全防范的措施和人员疏散方法的建议,以使灾害发生时尽量减少人员伤亡。 (Evacuation process modeling and simulation)
    2020-12-29 14:49:00下载
    积分:1
  • Boost
    说明:  boost电路仿真,元件采用的是igbt,用触发脉冲触发的(boost simuliation The components are IGBT and triggered by trigger pulse.)
    2020-06-20 18:00:02下载
    积分:1
  • chengxu
    基于小波变换的多尺度图像边缘检测matlab源代码,实现图像的边缘检测功能和技术(Detection matlab source code multi-scale image edge based on wavelet transform, image edge detection features and technologies)
    2014-01-07 14:24:00下载
    积分:1
  • tiaoping
    对脉冲多普勒雷达调频噪声进行仿真,你会发现非常又有有用。(FM noise to simulate the radar you will find that it is very useful.thank you to use it.thank you very much.you must be glad to find it.)
    2011-05-16 16:25:43下载
    积分:1
  • classification
    This is the world matlab code for the classification of Pattern recognition, with the random and NN method
    2013-02-02 02:51:24下载
    积分:1
  • MRTD_1128CDF24
    MRTD的MATLAB实现,电磁场模拟使用(MRTD' s in MATLAB, the use of electromagnetic simulation)
    2013-04-09 22:06:34下载
    积分:1
  • devtuwcq
    合成孔径雷达(SAR)目标成像仿真,用于信号特征提取、信号消噪,在matlab环境中自动识别连通区域的大小,正确率可以达到98%,使用大量的有限元法求解偏微分方程,仿真图是速度、距离、幅度三维图像。( Synthetic Aperture Radar (SAR) imaging simulation target, For feature extraction, signal de-noising, Automatic identification in the matlab environment the size of the connected area, Accuracy can reach 98 , Using a large number of finite element method to solve partial differential equations, FIG simulation speed, distance, amplitude three-dimensional image.)
    2016-03-15 18:59:01下载
    积分:1
  • 696522资源总数
  • 104045会员总数
  • 50今日下载