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matlab编写的计量经济学工具箱
- matlab编写的计量经济学工具箱，包括线性及非线性回归，GARCH模型及VAR模型的建立等。,EconometricsToolbox by matlab
regression-
- 计量经济学的统计回归相关工具包，包括最优化、VAR-CVAR-toolboxes related in statistics and regression, including optimization and VAR-CVAR model
mentocarolmatlab--var
- var模型matlab做的，蒙特卡罗，很好用-var model matlab to do, Monte Carlo
excel-VaR
- valueat risk-mean optimization
var
- 基于matlab的var模型应用 youyong-matlab var
matlab-econometric-toolbox
- “Applied Econometrics using MATLAB”配套的计量经济Matlab包-MATLAB code for: 1. least-squares, simultaneous systems (2SLS,3SLS, SUR) 2. limited dependent variable (logit, probit, tobit) and Bayesian variants 3. time-series (VAR, BVAR, ECM) estim
Matlab-code-for-VaR
- VaR的matlab实现,为matlab代码，内附PPT。-Matlab code for VaR
VAR-optimization
- 配电网辐射状DG的定址定容代码，基于MATLAB语音编写，效率较高-DG radial distribution network addressing volume of code, written in MATLAB-based voice, high efficiency
Var-calculation
- 基于MATLAB的风险价值VAR计算，包含蒙特卡洛模拟等相关源码。-MATLAB VAR calculation
Newton-Method_1-var
- Newton method.......this is a matlab code which solves a nonlinear function by newton-raphson method
matlab-var-tools
- Programs in matlab to compute estimates of reduced form VAR s, optionallly using Bayesian priors formed dummy observations. The programs will compute integrated posteriors (for model comparison) and will compute impulse response functions.-Programs i
中国平安
- 基于历史模拟法的计算资产组合var，需要的同学可以下载看看，仅供参考(it is about how to cacullate var by the tool of matlab ,if you need ,you can download it)
vare
- var计算算法,可用于计算var中的参数识别，脉冲响应等。(Var calculation algorithm, can be used to calculate the parameters of VaR identification, pulse response, etc..)
CVaROptimization.m
- calculate historical simulation of VaR
VaR-EWMA& Historical simulation
- 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)
imnoise_bi
- J = imnoise(I,'localvar',IMAGE_INTENSITY,VAR) adds zero-mean, Gaussian noise to an image, I, where the local variance of the noise is a function of the image intensity values in I. IMAGE_INTENSITY and VAR are vectors of the same size, and P
VaRcode
- 这些代码是Matlab中的关于var风险价值的一些代码，对于金融风险度量非常的有用。(These codes are some of the code in Matlab about the value of var variability and are very useful for measuring financial risk)
tvpvar模型matlab代码及自学手册l
- tvp-var模型matlab代码及自学手册，TVP-var新手自学入门必备。(Tvp-var model matlab code and self-study manual, TVP-var beginners must learn to get started.)
matlab
- 实验名称:投资组合分析 实验性质：综合性和研究探索性 实验目的：熟练运用投资组合工具箱，学会构造有效前沿组合的方法，掌握最优投资组合的计算方法；给出投资组合VaR 的值。 实验任务：选择股票并从万得下载数据，计算证券的预期收益率、标准差和协方差，设定一组约束条件，构造最优投资组合并计算该组合的Var值。 实验设备：计算机 实验软件：Matlab2013 Wind数据库 选择一组股票作为投资标的，构造投资组合，通过估计收益率均值、计算方差、协方差，计算该投资组合权重、在险价值、画出有
var cvar 金融计算 matlab
- Matlab；金融计算；var计算；cvar计算 [VaR&&CVaR] VAR，CVAR详细介绍，并附带各种方法计算，matlab程序实现，仿真结果图展示。 [Matlab和金融计算] Matlab实现金融计算，并附带蒙特卡洛实现。([VaR&&CVaR] Var, cvar are introduced in detail, as well as various methods of calculation, and matlab program calcul