GarchTest

代码说明：

  Demo of some Garch models, include ugarch, dcc-garch, ica-garch, and neural network garch, and ica-nn-garch. the last two model are proposaed by me

文件列表：

GTPackage
.........\garchtest.m
.........\mygarch
.........\.......\data
.........\.......\....\AIG.txt
.........\.......\....\IBM.txt
.........\.......\....\IMO.txt
.........\.......\....\MSF.txt
.........\.......\....\myVaR.m
.........\.......\....\network.mat
.........\.......\....\tempHt.mat
.........\.......\....\UXG.txt
.........\.......\....\WMT.txt
.........\.......\mfiles
.........\.......\......\icagarch.m
.........\.......\......\myChrisIndeTest.m
.........\.......\......\myKupiec.m
.........\.......\......\myPOFTest.m
.........\.......\......\myTUFFTest.m