搜索资源列表
GARCH
- 这回garch模型在matlab中的代码-This time garch model in matlab code
MFE-toolbox
- Kevin Sheppard撰写的为了金融需求的Matlab工具箱。里面有丰富的金融相关模型代码，包括各种GARCH模型族、金融常用分布等。
dcc-garch
- 用R语言做dcc-garch 模型的全过程代码(Using the R language to do the dcc-garch model)
Ucsd_garch
- 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)
garchsk
- Jondeau 、Leon 等提出自回归条件方差—偏度—峰度模型(GARCHSK)，用于同时描述收益率二阶矩、三阶矩和四阶矩的时变特征。此文件为该模型代码。(Jondeau, Leon et al. Proposed an autoregressive conditional variance-skewness-kurtosis model (GARCHSK), which was used to describe the time-varying characteristics of the
markov garch
- 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)