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一个估计garch(1,1)的matlab程序-matlab code for estimating garch(1,1)
Update : 2025-02-19 Size : 65kb Publisher : sunhui

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

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

estimate AR-GARCH model example program based on Perlin s Matlab code
Update : 2025-02-19 Size : 1kb Publisher : phill

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

DL : 0
Matlab Code for GARCH models
Update : 2019-07-25 Size : 42.86kb Publisher : srikantakundu

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
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