计量经济模型,SWARCH模型(含体制变换的ARCH)原代码

计算金融领域中的波动率，包括了历史波动率， ARCH求波动率，GARCH求波动率，滑动平均求波动率，并附带了一个评价的程序 。也附上了一份文档-Calculation of volatility in the financial sector, including the historical volatility, ARCH demand volatility, GARCH demand volatility, seeking moving average volatility, and co

时间序列garch模型，平稳性，arch效应，garch族(garch model Egarch Igarch)