网站首页

VaR-EWMA& Historical simulation

于 2021-05-09 发布文件大小:1KB

 0  169

下载积分: 1 下载次数: 12

我要下载

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

funny
一个用matlab编写的计算器程序，可以实现四则运算和三角函数的运算(Using a calculator program written in matlab, you can achieve the four operations and trigonometric functions in operation)

2009-11-02 18:02:46下载

积分：1
1
说明：利用costas环实现载波同步的matlab程序，载频10mHz(Costas loop to achieve carrier synchronization using the matlab program, carrier frequency 10mHz)

2011-08-19 09:58:17下载

积分：1
fuduqifu_mn_1
雷达中频回波仿真，对脉内起伏进行仿真，含脉内慢起伏和脉内快起伏(Radar IF echo simulation, simulation intrapulse downs, including slow downs and pulse-pulse fluctuations within the fast)

2013-09-29 08:17:29下载

积分：1
Artificial-Neural-Networks-The-Tutorial-With-MATL
This tutorial describes the use of Artificial Neural Networks in Matlab.

2013-12-10 06:05:19下载

积分：1
manymatlabDSPprogram
数字信号处理书籍的matlab程序,内含许多数字信号处理内容,值得下载(Kam-Li jin 氲?嚬鞛?scorpion 靹濍彣 matlab 雱?Saitama, 旖旊驳 Ji Li Kam 霚?catties 氲?嚬鞛快綌頊? so 霃?Gou tong)

2008-07-25 12:04:11下载

积分：1
bp23456
说明：该程序为文本文档，可在matlab 中运行(the procedures for text documents can be run in Matlab)

2006-04-06 00:12:24下载

积分：1
untitled
its about Dc machine and can use for other kind of machine

2011-05-07 15:32:49下载

积分：1
resource-allocation
resource alocation download and enjoy

2012-12-28 22:09:18下载

积分：1
musicsuanfa
music suan fa,its very useful, MUSIC methods of DOA estimates. Signal for broadband signal source..

2013-02-28 21:47:30下载

积分：1
frequency
matlab编程计算结构系统的频率响应程序(matlab program to calculate the frequency response of structural systems)

2013-10-11 20:40:23下载

积分：1

696518资源总数
105694会员总数
8今日下载

VaR-EWMA& Historical simulation

0 个回复

热门标签

热门下载