搜索资源列表
ARMA
- ARMA model. GARCH. stitionary. LBQtest.
GARCH-FIT
- Fit a GARCH Model using any data avaliable.
rsc2012
- dcc-garch模型中的hessian矩阵-hessian matrix in the dcc-garch model
rmgarch
- GARCH model estimation R package.
GARCH
- 给出了金融时间序列的GARCH模型MATLAB代码和详细的代码说明。非常适合初学者。(The GARCH model MATLAB code and detailed code descr iption of financial time series are given. It's very suitable for beginners.)
R BETA GARCH
- 论文复制的代码Peter R. Hansen, Asger Lunde, and Valeri Voev, "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility," Journal of Applied Econometrics, Vol. 29, No. 5, 2014, pp. 774-799. The file hlv-progs.zip