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经济类的实用的时间序列分析软件包,已经是目前最好的版本了。USCD_GARCH,可以研究非平稳时间序列数据。-kind of practical time series analysis software package, is the best current version. USCD_GARCH can study non-stationary time series data.
Update : 2025-02-19 Size : 988kb Publisher : 江河

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

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 garch工具包 非常智能-matlab garch kit is very smart
Update : 2025-02-19 Size : 219kb Publisher : jerry
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