搜索资源列表
RiskCalculator
- Simple var Calculator provides: - Evaluation of return distribution of single asset or portfolio of assets - Volatility forecasts using moving average and exponential algorithm - Value at Risk of single asset or portfolio measurement
msvarlib-v2.0
- 用gauss运行ms-var code.markov-switching var-markov-switching var CODE FOR GAUSS
ms_reg
- 马尔科夫自回归分析编码。实现ms-var。主要用于状态转换分析。-From the regression analysis of Markov encoding. Achieve ms-var. State transition is mainly used for the analysis.
ms_Regress_FEX
- ms-var模型，即马尔科夫状态转换的自回归模型是Hamilton (1989) 提出的，它是允许内在要素变化的特有的计量经济学模型。-ms-var model, the regression model Markov state transition is Hamilton (1989) proposed that the change is to allow the intrinsic elements of specific econometric model
ms_var
- ms var in R language
[Weeks]An_Introduction_to_Ox_and_OxMetrics
- ms-var操作手册+代码，可以清晰的帮助需要的人了解msvar是模型建立过程。(ms-var handbook, it can clearly help people understand the ms-var modle and its codes.)
msvar BY KROLZIG
- ms-var操作手册，内含示例代码，可以清晰的帮助需要的人了解msvar是模型建立过程。(ms-var handbook, it can clearly help people understand the ms-var modle and utilize and operate its codes.)
OX msvar
- 高斯马尔科夫区制转换模型 内含ms-var、ms-VECM软件包(Goss Markoff region system transformation model Containing ms-var, ms-VECM software packages)
ms_Regress_FEX_1.07
- markov switching var matlab code
ms-var
- 用于估计msvar模型，是利用OX软件进行估计(Estimation of msvar model)
OX-msvar
- oxmetrics软件估计msvarmodel(ms-var is an econometrics model of vars)