Description: 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.) Platform: |
Size: 15360 |
Author:我是月华 |
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Description: 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) Platform: |
Size: 1409024 |
Author:陈丹琳 |
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