- Category:
- matlab
- Tags:
-
[Matlab]
[源码]
- File Size:
- 213kb
- Update:
- 2012-11-26
- Downloads:
- 0 Times
- Uploaded by:
- kk
Description: GARCH toolkil for different GARCH model, include GARCH-M, EGARCH,NGARCH etc
To Search:
File list (Check if you may need any files):
garchkit\CVS
........\...\Entries
........\...\Entries.Log
........\...\Repository
........\...\Root
........\figarch.m
........\fiscript.m
........\garch11.m
........\garch11sim.m
........\garchest.asv
........\garchest.m
........\garchobjfn.m
........\garchobjfn_max.m
........\GARCHOptSet.m
........\garchresults.m
........\garchsim.asv
........\garchsim.m
........\garprice.asv
........\garprice.m
........\optiondemo.m
........\private
........\.......\ARMAfilter.asv
........\.......\ARMAfilter.m
........\.......\beta_cdf.m
........\.......\chis_cdf.m
........\.......\chis_pdf.m
........\.......\chis_rnd.m
........\.......\converttheta.m
........\.......\CVS
........\.......\...\Entries
........\.......\...\Repository
........\.......\...\Root
........\.......\fdis_cdf.m
........\.......\gamm_cdf.m
........\.......\gamm_pdf.m
........\.......\GARCHfilter.m
........\.......\GarchGradients.m
........\.......\invlogit.m
........\.......\is_scalar.m
........\.......\logitcdf.m
........\.......\numdiff.m
........\.......\old_cgv.m
........\.......\oldgf.m
........\.......\qtest.m
........\.......\qtest2.m
........\.......\sasdate2matlab.m
........\.......\show.m
........\.......\tdis_cdf.m
........\.......\tdis_pdf.m
........\.......\tdis_rnd.m
........\.......\varcovar.m
........\.......\vech.m
........\.......\vech2matrix.m
........\.......\vecrep.m
........\.......\vmixnormpdf.m
........\.......\vmixnormpdf2.m
........\.......\vnormpdf.m
........\README.txt
........\simpletest.asv
........\simpletest.m
........\testdata.csv
........\testgarchkit3.asv
........\testgarchkit3.m
........\testqnewton.m
........\tgarch11.m
........\tgarch11sim.m
........\u_ARMAGARCH_trans.m