Description: garch工具包，种类比较齐，可以处理非正分布，相关性，多元garch等问题-GARCH toolkit, the type of relatively homogeneous, and deal with non-normal distribution, relevance, issues such as multi-GARCH Platform: |
Size: 1057792 |
Author:rui |
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Description: The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines.
Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are supported.
Platform: |
Size: 81920 |
Author:qq |
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Description: MATLAB GARCH工具箱，是学习MATLAB工具箱的首选工具书。-The GARCH Toolbox, combined with MATLAB and the Optimization and
Statistics Toolboxes, provides an integrated computing environment for
modeling the volatility of univariate economic time series. The GARCH
Toolbox uses a general ARMAX conditional mean model combined with a
conditional variance model of GARCH, GJR, or EGARCH form to perform
simulation, forecasting, and parameter estimation of univariate time series in
the presence of conditional heteroscedasticity. Supporting functions perform
tasks such as pre- and postestimation diagnostic testing, hypothesis testing of
residuals, model order selection, and time-series transformations. Graphics
capabilities let you plot correlation functions and visually compare matched
innovations, volatility, and return series. Platform: |
Size: 1173504 |
Author:hfhf911 |
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Description: matlab工具箱，可以用来处理各类garch模型，尤其是包含CCCGARCH等多元garch模型-it s a matlab toolbox that can be used to deal with all kinds of garch model, especially multivariate garch model like CCC-GARCH model Platform: |
Size: 512000 |
Author:夏丹 |
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Search - MATLAB GARCH toolbox