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garch族模型源代码

  • 资源大小:553.72 kB
  • 上传时间:2021-06-30
  • 下载次数:0次
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  • 资源积分:1积分
  • 标      签: c

资 源 简 介

里面涉及的garch族模型甚广,有常熟阶的,也有高阶的对条件峰度和条件偏度进行分析,寻找最优garch 模型(新生量设计高斯分布,T分布),并能模拟和预测金融时间序列,对不同分位数水平下的VAR进行评估,从而给投资者提出建议。

文 件 列 表

ARMAX_GARCH_K_SK_Toolbox
agarchcore.m
apgarchcore.m
data.mat
egarchcore.m
garch.m
garchcore.m
garchfind.m
garchfor.m
garchfor2.m
garchk.m
garchkcore.m
garchkfor.m
garchkfor2.m
garchklik.m
garchkplot.m
garchksim.m
garchkvar.m
garchkvar2.m
garchlik.m
garchplot.m
garchsim.m
garchsk.m
garchskcore.m
garchskfor.m
garchskfor2.m
garchsklik.m
garchskvar.m
garchskvar2.m
garchvar.m
garchvar2.m
garchvolfor.m
gjrcore.m
license.txt
nagarchcore.m
narchcore.m
ngarchcore.m
readme.m
readme
readme.html
readme_armax_garch.m
readme_armax_garch_applications.m
readme_armax_garch_k.m
readme_armax_garch_k_applications.m
readme_function_list.m
readme_references.m
license.txt
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