搜索资源列表
GARCH-model-toolbox.zip
- 利用matlab软件进行程序设计的GARCH以及多元GARCH模型的源程序工具箱。,Using matlab software program design GARCH and GARCH model of multi-source toolkit.
garch_like.rar
- Garch模型的最大似然估计方法，基于MATLAB程序。,Garch model of maximum likelihood estimation method, based on the MATLAB program.
GARch_Ucsd.rar
- Ucsd编写的matlab的GARCH模型分析与预测。包括两个安装包和安装说明（各种matlab版本都有），很详细。主要是好多网上其他无法运行，这个步骤我刚刚试试过，可以运行，,UCSD matlab prepared the GARCH model analysis and forecast. Includes two installation package and installation instructions (there are a variety of matlab versio
Garch
- garch model for econometric
qmle
- the text file QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model
garch
- A common garch model used in everywhere
GarchTest
- 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
GARCH
- GARCH建模实例讲解。一个完整的程序示例，以供学习。-GARCH model
Regarch
- 本文引入随机环境干扰,将非线性时间序列GARCH模型推广为REGARCH模型,并讨论REGARCH模型的几何遍历性及伴随几何遍历性-By introducing random environmental disturbance, the nonlinear time series model to the REGARCH GARCH model, and discuss REGARCH model with the geometric ergodicity and geometric ergod
GARCH
- 多元GARCH模型 多元GARCH模型-Multivariate GARCH model
MS-GARCH-model-of-MCMC
- 描述MCMC的MS（3）-GARCH模型的参数估计-MCMC method
GARCH
- 这回garch模型在matlab中的代码-This time garch model in matlab code
STGARCH-Model-
- The smooth transition GARCH model: application to international stock indexes
GARCH-model-forecast-
- 对NYSE股票日收盘价格，运用GARCH或者ARCH模型进行分析，并预测2012年5月1日到2012年5月9日的价格。将预测值与真实值对照，比较误差。-Closing stock price on the NYSE, using GARCH or ARCH models to analyze and predict the price May 1, 2012 to May 9, 2012 in. The predictive value and the true value control, m
matlab-garch
- GARCH模型，用于时间序列金融模型分析工具-garch model
gf
- GARCH模型是一个专门针对金融数据所量体订做的回归模型，除去和普通回归模型相同的之处，GARCH对误差的方差进行了进一步的建模。特别适用于波动性的分析和预测，这样的分析对投资者的决策能起到非常重要的指导性作用，其意义很多时候超过了对数值本身的分析和预测。(The GARCH model is a regression model specially designed for the measurement of financial data. In addition to the common
GARCH
- 贝叶斯估计garch，比普通极大似然估计更稳健，不受样本限制(bayesian estimation of garch model)
dcc-garch
- 用R语言做dcc-garch 模型的全过程代码(Using the R language to do the dcc-garch model)
BEKK-GARCH模型之Matlab编程
- 建立bekk-garch模型，用于时间建序列的分析(Establishment of bekk-garch model for UShi sequence analysis)
markov garch
- 马尔科夫状态转换的GARCH类模型用matlab程序代码做实证 ms-garch(The GARCH model of Markov state transition is empirically done with matlab code ms-garch)