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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 : 2008-10-13 Size : 987.83kb Publisher : 江河

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
Update : 2008-10-13 Size : 983.06kb Publisher : rui

DL : 0
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 : 2025-02-17 Size : 988kb Publisher : 江河

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
Matlab toolbox for Garch and -Matlab toolbox for Garch and ...
Update : 2025-02-17 Size : 327kb Publisher : 269272925

DL : 0
PURPOSE: Helper function part of UCSD_GARCH toolbox. Used if you do not use the MEX file.
Update : 2025-02-17 Size : 5kb Publisher : fatemeh

MFE Toolbox 的使用说明书。 著名Nobel经济学奖Robert Engle教授的学生Kelvin sheppart教授一起开发的软件之一,注重于GARCH设计。加强来自Bollerslev, Tim CCC-garch的统计学.内有Bootstrap method, GJR-garch, Figarch.等Garch 的工具。-The Oxford MFE Toolbox is the follow on to the UCSD_GARCH toolbox. It has been widely used by students here at Oxford, and represents a substantial improvement in robustness over the original UCSD GARCH code, although in its current form it only contains univariate routines.
Update : 2025-02-17 Size : 491kb Publisher :

DL : 0
ucsd_garch模型,可以应用DCC-GARCH等,统计,经济学等必备-ucsd_garch models in matlab
Update : 2025-02-17 Size : 1.01mb Publisher : 张帅哥

DL : 0
ucsd garch matlab soft
Update : 2025-02-17 Size : 326kb Publisher : xhfxy

Garch,MV Garch等多元garch模型函数(Garch,MV Garch, Distributions estimation, Kernel Estimation and etc)
Update : 2025-02-17 Size : 278kb Publisher : 小小娜

DL : 0
最新的多元动态GARCH模型的包,是Ucsd_garch的升级版本,目前还在更新中(the latest GARCH model toolbox)
Update : 2025-02-17 Size : 499kb Publisher : 小琴

用于GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH等GARCH类模型的估计。(GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH)
Update : 2025-02-17 Size : 983kb Publisher : zhouzhou000333

DL : 1
使用garch模型是所需要用的相关工具箱的代码(it is the toolbox when you need to use garch model)
Update : 2025-02-17 Size : 280kb Publisher : sycee
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