搜索资源列表
garchestfor_con_all
- ms-garch model forcasting
garch-toolbox
- 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 -forecasts based on routine, there is heteroscedasticity in solving the time series well.
Max-GARCH
- 计算最大值,在估计的时候计算似然估计的最大值,并给出结果。-max caculate
Contents
- 解释每个garch程序的作用和使用范围,包括大概几十个garch模型-explain every garch model
garchpq
- 最基本的garch模型,参数p,q可以自己调整,得到理想结果-fundamental garch model
garchpq_eviews
- garch模型eviews语言源代码,能准确得到eviews中的答案-original language of garch model in Eviews