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GARCH族模型估计的MATLAB

于 2022-07-14 发布 文件大小:534.36 kB
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代码说明:

有了这个工具箱,你可以估计garch模型族(garch,egarch,gjr,npgarch,agarch,nagarch…)和预测波动性。这个工具箱是由非常有用的函数。它来了一个手册和一些例子。

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