Description: Demo of some Garch models, include ugarch, dcc-garch, ica-garch, and neural network garch, and ica-nn-garch. the last two model are proposaed by me
- [GARCH-Matlab] - 2. Multi-GARCH model prediction of Matla
- [NetTS] - Securities market data interface to rece
- [ucsd_garch] - GARCH toolkit, the type of relatively ho
- [BP] - BP neural network code for the fault dia
- [FXJJK] - Analysts complete data interface documen
- [stocks] - Letter Mastery stock software data recei
- [IndependetComponentAnalysis] - good book to understand ICA
- [t-copulas] - ClaytonRND Random matrix from a Clayton
- [GARCH] - GARCH model
- [Regarch] - By introducing random environmental dist
File list (Check if you may need any files):
GTPackage\garchtest.m
.........\mygarch\data\AIG.txt
.........\.......\....\IBM.txt
.........\.......\....\IMO.txt
.........\.......\....\MSF.txt
.........\.......\....\myVaR.m
.........\.......\....\network.mat
.........\.......\....\tempHt.mat
.........\.......\....\UXG.txt
.........\.......\....\WMT.txt
.........\.......\mfiles\icagarch.m
.........\.......\......\myChrisIndeTest.m
.........\.......\......\myKupiec.m
.........\.......\......\myPOFTest.m
.........\.......\......\myTUFFTest.m
.........\.......\data
.........\.......\mfiles
.........\mygarch
GTPackage
Download