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2.多元GARCH模型预测的Matlab程序-2. Multi-GARCH model prediction of Matlab procedures
Update : 2025-02-17 Size : 5kb Publisher : blue8202

对GARCH-t模型参数的估计,主要是运用已有的股票数据估计参数-GARCH-t model for the estimated parameters, mainly the use of stock data has been estimated parameters
Update : 2025-02-17 Size : 3kb Publisher : 董晓伟

详细介绍garch模型及其matlab实现-GARCH model and its detailed introduction matlab realize
Update : 2025-02-17 Size : 1.08mb Publisher : zhangxianqi

利用matlab软件进行程序设计的GARCH以及多元GARCH模型的源程序工具箱。-Using matlab software program design GARCH and GARCH model of multi-source toolkit.
Update : 2025-02-17 Size : 988kb Publisher : 左秀霞

DL : 0
the text file QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model
Update : 2025-02-17 Size : 3kb Publisher : 萧建

DL : 0
Ucsd编写的matlab的GARCH模型分析与预测。包括两个安装包和安装说明(各种matlab版本都有),很详细。主要是好多网上其他无法运行,这个步骤我刚刚试试过,可以运行,-UCSD matlab prepared the GARCH model analysis and forecast. Includes two installation package and installation instructions (there are a variety of matlab version), in great detail. Is mainly a lot of other can not run the Internet, the steps I have just had a try, you can run,
Update : 2025-02-17 Size : 7.61mb Publisher : jcuaon

DL : 0
Garch模型的最大似然估计方法,基于MATLAB程序。-Garch model of maximum likelihood estimation method, based on the MATLAB program.
Update : 2025-02-17 Size : 1kb Publisher : 阿杜

DL : 0
garch model for econometric
Update : 2025-02-17 Size : 1kb Publisher : Hani

DL : 0
A common garch model used in everywhere
Update : 2025-02-17 Size : 327kb Publisher : jmclead

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
Update : 2025-02-17 Size : 111kb Publisher : harry

DL : 0
GARCH建模实例讲解。一个完整的程序示例,以供学习。-GARCH model
Update : 2025-02-17 Size : 3kb Publisher : Tqing

DL : 0
ARMA model. GARCH. stitionary. LBQtest.
Update : 2025-02-17 Size : 1kb Publisher : Andrey

DL : 0
本文引入随机环境干扰,将非线性时间序列GARCH模型推广为REGARCH模型,并讨论REGARCH模型的几何遍历性及伴随几何遍历性-By introducing random environmental disturbance, the nonlinear time series model to the REGARCH GARCH model, and discuss REGARCH model with the geometric ergodicity and geometric ergodicity
Update : 2025-02-17 Size : 23kb Publisher : 曹哥

DL : 0
多元GARCH模型 多元GARCH模型-Multivariate GARCH model
Update : 2025-02-17 Size : 83kb Publisher : 莉莉

贝叶斯估计garch,比普通极大似然估计更稳健,不受样本限制(bayesian estimation of garch model)
Update : 2025-02-17 Size : 1kb Publisher : 1971273594@qq.com

DL : 0
GARCH model estimation R package.
Update : 2025-02-17 Size : 266kb Publisher : mrtlb

用R语言做dcc-garch 模型的全过程代码(Using the R language to do the dcc-garch model)
Update : 2025-02-17 Size : 11kb Publisher : Yankiiiii

建立bekk-garch模型,用于时间建序列的分析(Establishment of bekk-garch model for UShi sequence analysis)
Update : 2025-02-17 Size : 13kb Publisher : stopshoot

DL : 1
给出了金融时间序列的GARCH模型MATLAB代码和详细的代码说明。非常适合初学者。(The GARCH model MATLAB code and detailed code description of financial time series are given. It's very suitable for beginners.)
Update : 2025-02-17 Size : 15kb Publisher : 我是月华

马尔科夫状态转换的GARCH类模型用matlab程序代码做实证 ms-garch(The GARCH model of Markov state transition is empirically done with matlab code ms-garch)
Update : 2025-02-17 Size : 1.34mb Publisher : 陈丹琳
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