搜索资源列表
beta_estimation
- Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter
alpha-stable
- matlab source of alpha stable distribution s pdf,cdf, parameter estimation -alpha stable distribution s pdf,cdf, parameter estimation
pishbini
- estimation stocks and market with matlab in m-file
univariate
- GARCH模型的matlab程序，使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)