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OrthogonalTGARCH
本文对@:AB及其衍变模型进行了分析和总结,提出了直交门槛一般化自回归条件异方差#< 90 8 17C
-D@:AB*模型。通过模型平稳性测试、@:效果检定、@:AB效果检定、模型阶数鉴定、模型参数估计与模型诊断对模型进行
评估,作者认为这种模型在估计投资组合资产收益的波动性上优越@:AB及其衍变模型。
(In this paper, @: AB model and its evolution are analyzed and summed up the proposed DC-AC threshold generalized autoregressive conditional heteroskedasticity# < 90 8 17C-D @: AB* model. Smooth adoption of the model testing, @: the effect of test, @: AB test the effect of model order identification, model parameter estimation and model diagnostics to assess the model, the authors suggest that this model portfolios in estimating the volatility of capital gains on the superior @ : AB and its evolution model.)
- 2009-05-30 12:36:07下载
- 积分:1
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matlab
该程序是遗传算法优化BP神经网络函数极值寻优(The program is a genetic algorithm to optimize BP neural network function optimization extreme)
- 2013-10-14 21:47:36下载
- 积分:1
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biaoding
文献包中的最近学术界的相关标定方法综述及一些常用的标定技术,有传统标定及自标定的介绍,比较全面。。(Package in the recent academic literature related to Calibration Methods and a number of commonly used calibration techniques, the traditional calibration and self-calibration of the introduction, more comprehensive. .)
- 2010-01-12 10:54:43下载
- 积分:1
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command-matlab
matlab 命令大全,做数值分析比较好用,查找方便(commands of matlab )
- 2009-07-01 20:38:17下载
- 积分:1
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MPSO
particle swarm optimization
- 2011-07-28 13:25:03下载
- 积分:1
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SAR-software-introdunction
常用SAR处理软件介绍,包括ENVI,nest等(introduction of the common SAR image processing software)
- 2014-12-11 15:13:10下载
- 积分:1
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reg_pi
PI regulation as an example of one of most polupalar methods of usage classical control system methods.
- 2011-05-10 19:53:47下载
- 积分:1
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xiaobo
几篇关于小波的应用和相关matlab程序(Several applications of wavelets and related matlab program)
- 2010-07-03 10:26:58下载
- 积分:1
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Google_Code_SISO
In parallel, the success of turbo codes has inspired new potentially ... Interference Cancellation (MMSE-IC) joint decoding receivers or turbo ... equalizer .... are stored on a hard drive and then processed using Matlab.
- 2013-12-11 02:29:41下载
- 积分:1
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PVmodel
MATLAB的光伏电池模型——采用MATLAB/simulink搭建的光伏电池模型(MATLAB PV cell model)
- 2012-11-09 16:05:25下载
- 积分:1