matlab 估计多元garch模型

程序包包含各种GARCH模型的估计程序代码

5.3 Win32 Binaries
egarchcore.dll
garchcore.dll
garchgrad.dll
garchinmeancore.dll
ivech.dll
maxcore.dll
multigarchcore.dll
recserarcore.dll
tarchcore.dll
vech.dll
6.0 Win32 Binaries
egarchcore.dll
egarchXcore.dll
garchcore.dll
garchgrad.dll
garchinmeancore.dll
ivech.dll
maxcore.dll
multigarchcore.dll
recserarcore.dll
simgarchcore.dll
tarchcore.dll
vech.dll
BootStrap
block_bootstrap.m
bsds.m
bsds_studentized.m
cont_bootstrap.m
stationary_bootstrap.m
Contents.m
Distributions
exppowcdf.m
exppowpdf.m
exppowrnd.m
gedcdf.m
gedinv.m
gedpdf.m
gedrnd.m
skewtdis_cdf.m
skewtdis_inv.m
skewtdis_pdf.m
skewtdis_rnd.m
stdtdis_cdf.m
stdtdis_pdf.m
stdtdis_rnd.m
fx.mat
Garch
armaxfilter.m
armaxfilter_likelihood.m
armaxsimulate.m
egarch.m
egarchcore.m
egarchEstLikelihood.m
egarchlikelihood.m
egarchsimulate.m
egarchX.m
egarchXcore.m
egarchXEstLikelihood.m
egarchXLikelihood.m
fattailed_garch.m
fattailed_garch2.m
fattailed_garchlikelihood.m
fattailed_garchlikelihood2.m
fattailed_garchsimulate.m
garchcore.m
garchcore2.m
garcheviewscon.m
garcheviewslikelihood.m
garcheviewssimulate.m
garchgrad.m
garchinmean.m
garchinmeancore.m
garchinmeanlikelihood.m
garchinmeansimulate.m
garchlikelihood.m
garchpq.m
garchpq_eviews.m
garchsimulate.m
lagmatrix.m
mafilter.m
maxcore.m
maxfilter_likelihood.m
multigarch.m
multigarchcore.m
multigarchSimulate.m
multigarch_likelihood.m
multi_garch_constraints.m
multi_garch_paramsetup.m
newlagmatrix.m
skewtdis_LL.m
skewt_garch.m
skewt_garchlikelihood.m
tarch.m
tarchlikelihood.m
hessian_2sided.m
Kernel Estimation
cosinus.m
epanechnikov.m
kern_dens_contour.m
kern_dens_plot.m
kern_dens_plot2.m
normal.m
quartic.m
triangular.m
triweight.m
uniform.m
license.txt
MEX Source
Debug
egarchcore.c
egarchcore.dll
egarchXcore.c
garchcore.c
garchgrad.c
garchinmeancore.c
ivech.c
maxcore.c
multigarchcore.c
recserarcore.c
simgarchcore.c
simgarchcore.dll
simgarchcore.dsp
simgarchcore.dsw
simgarchcore.ncb
simgarchcore.opt
simgarchcore.plg
tarchcore.c
vech.c
MV Garch
Bekk
Correlation MVGarch
ivech.m
o_mvgarch.m
pca.m
T Bekk
vech.m
Tests
berkowitz.m
jarquebera.m
kolmogorov.m
kscritical.m
lilliefors.m
ljq2.m
lmtest1.m
lmtest2.m
shapirofrancia.m
shapirowilks.m
ucsd_garch_demo.m
www.pudn.com.txt