- Category:
- matlab
- Tags:
-
[Matlab]
[源码]
- File Size:
- 70kb
- Update:
- 2016-03-18
- Downloads:
- 3 Times
- Uploaded by:
- 于晴
Description: BEKK-GARCH standard procedures, including maximum likelihood estimation, parameter estimation error
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马尔科夫\bekk.m
........\bekk0.m
........\bekkllf.m
........\cancha.m
........\hedge_ratio.m
........\hess2.m
........\ivech0.m
........\price.xlsx
马尔科夫