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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

garch工具包,种类比较齐,可以处理非正分布,相关性,多元garch等问题-GARCH toolkit, the type of relatively homogeneous, and deal with non-normal distribution, relevance, issues such as multi-GARCH
Update : 2025-02-17 Size : 1.01mb Publisher : rui

DL : 0
灰色控制 matlab-Control gray gray control matlab
Update : 2025-02-17 Size : 100kb Publisher : stonestar

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

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

matlab编写的计量经济学工具箱,包括线性及非线性回归,GARCH模型及VAR模型的建立等。-EconometricsToolbox by matlab
Update : 2025-02-17 Size : 15.27mb Publisher :

matlab garch工具包 非常智能-matlab garch kit is very smart
Update : 2025-02-17 Size : 219kb Publisher : jerry

Estimates a GARCH(1,1) under the normality assumption
Update : 2025-02-17 Size : 1kb Publisher : keerthi

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

基于GARCH的预测例程,对解决存在异方差的时间序列很好。-GARCH forecasts based on routine, there is heteroscedasticity in solving the time series well.
Update : 2025-02-17 Size : 5kb Publisher : xuke

Smooth Transition GARCH Models
Update : 2025-02-17 Size : 584kb Publisher : yuliya

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

MATLAB GARCH工具箱,是学习MATLAB工具箱的首选工具书。-The GARCH Toolbox, combined with MATLAB and the Optimization and Statistics Toolboxes, provides an integrated computing environment for modeling the volatility of univariate economic time series. The GARCH Toolbox uses a general ARMAX conditional mean model combined with a conditional variance model of GARCH, GJR, or EGARCH form to perform simulation, forecasting, and parameter estimation of univariate time series in the presence of conditional heteroscedasticity. Supporting functions perform tasks such as pre- and postestimation diagnostic testing, hypothesis testing of residuals, model order selection, and time-series transformations. Graphics capabilities let you plot correlation functions and visually compare matched innovations, volatility, and return series.
Update : 2025-02-17 Size : 1.12mb Publisher : hfhf911

GARCH模型,用于时间序列金融模型分析工具-garch model
Update : 2025-02-17 Size : 227kb Publisher : Kevin

DL : 0
matlab的garch工具箱,对此感兴趣的同学可以看看(Matlab GARCH toolbox, interested students can learn from it)
Update : 2025-02-17 Size : 1.1mb Publisher : TraceCJY

DL : 0
garch original function for matlab
Update : 2025-02-17 Size : 6kb Publisher : dstepisnik

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

该文件为MATLAB中的garch多元代码工具箱(This file is the GARCH multicode toolbox in MATLAB)
Update : 2025-02-17 Size : 895kb Publisher : glimmer136
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