上期综合交易平台CTP API及文档 http://202.109.110.121/index.htm CTP API http://202.109.110.121/api/ 海洋部落 http://www.oceantribe.org 程序化交易者论坛 http://www.programtrader.net/ Compilation: mv thosttraderapi.so libthosttraderapi.so g++ -L./ -l

用于GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH等GARCH类模型的估计。(GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH)