Search - garch model matlab

Search - garch model matlab - List

[matlab] GARCH-Matlab DL : 1: 2.多元GARCH模型预测的Matlab程序-2. Multi-GARCH model prediction of Matlab procedures
Update : 2025-02-19 Size : 5kb Publisher : blue8202
[Finance-Stock software system] GARCH DL : 0: 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 : 2025-02-19 Size : 3kb Publisher : 董晓伟
[matlab] garchtoolbox DL : 0: 详细介绍garch模型及其matlab实现-GARCH model and its detailed introduction matlab realize
Update : 2025-02-19 Size : 1.08mb Publisher : zhangxianqi
[matlab] GARCH-model-toolbox DL : 0: 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 : 2025-02-19 Size : 988kb Publisher : 左秀霞
[matlab] qmle 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 : 2025-02-19 Size : 3kb Publisher : 萧建
[matlab] GARch_Ucsd 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 : 2025-02-19 Size : 7.61mb Publisher : jcuaon
[matlab] garch_like 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 : 2025-02-19 Size : 1kb Publisher : 阿杜
[Finance-Stock software system] GarchTest DL : 0: 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 : 2025-02-19 Size : 111kb Publisher : harry
[AI-NN-PR] GARCH 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 : 2025-02-19 Size : 3kb Publisher : Tqing
[File Format] ARMA DL : 0: ARMA model. GARCH. stitionary. LBQtest.
Update : 2025-02-19 Size : 1kb Publisher : Andrey
[Windows Develop] Ggarch_liikea DL : 0: Garch模型的最大似然估计计方法，基于MATLAB程序。 -The Garch model the maximum likelihood estimator design methodology, based on the MATLAB program.
Update : 2025-02-19 Size : 1kb Publisher : guhaih
[matlab] GARCH DL : 0: 这回garch模型在matlab中的代码-This time garch model in matlab code
Update : 2025-02-19 Size : 3kb Publisher : 陈之
[Finance-Stock software system] DCCGARCH DL : 2: 多元garch估计，牛津大学sheppard教授写的五个m文件，用来估计参数。-dcc-garch model matlab code
Update : 2025-02-19 Size : 9kb Publisher : 刘浩
[Other] matlab-garch DL : 0: GARCH模型，用于时间序列金融模型分析工具-garch model
Update : 2025-02-19 Size : 227kb Publisher : Kevin
[Finance-Stock software system] univariate DL : 0: GARCH模型的matlab程序，使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)
Update : 2025-02-19 Size : 18kb Publisher : stocastic
[Other] BEKK-GARCH模型之Matlab编程 DL : 0: 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 : 2025-02-19 Size : 13kb Publisher : stopshoot
[Documents] GARCH 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 : 2025-02-19 Size : 15kb Publisher : 我是月华
[matlab] hw DL : 1: 实现REALIZED GARCH model(Realize RGARCH model)
Update : 2025-02-19 Size : 1kb Publisher : 周科洱
[Documents] R BETA GARCH DL : 1: 论文复制的代码Peter R. Hansen, Asger Lunde, and Valeri Voev, "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility," Journal of Applied Econometrics, Vol. 29, No. 5, 2014, pp. 774-799. The file hlv-progs.zip contains two versions of the main Matlab file (EstimateRBGARCH_v01.m and EstimateRBGARCH_v01a.m) that will estimate the model, along with a number of functions that it calls. To make it run properly, you have to change path to match your system. It may be necessary to put the functions (.m files) in a folder called Procs. The v01 version is designed to work with binary input files, and the v01a version is designed to work with ASCII input files. The files hlv-binary.zip and hlv-txt.zip contain the data in two different formats. The former contains the files realData_14541.mat and FF-data-2.xlsx. The latter contains the files CVXdata.txt, FFdata.txt, and headers.txt.(Peter R. Hansen, Asger Lunde, and Valeri Voev, "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility," Journal of Applied Econometrics, Vol. 29, No. 5, 2014, pp. 774-799.)
Update : 2025-02-19 Size : 497kb Publisher : qwerwccs
[matlab] markov garch DL : 0: 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 : 2025-02-19 Size : 1.34mb Publisher : 陈丹琳

« 12 »