文件名称:marcucci_datacode

  • 所属分类:
  • matlab例程
  • 资源属性:
  • [Matlab] [源码]
  • 上传时间:
  • 2012-11-26
  • 文件大小:
  • 208kb
  • 下载次数:
  • 0次
  • 提 供 者:
  • liuj*****
  • 相关连接:
  • 下载说明:
  • 别用迅雷下载,失败请重下,重下不扣分!

介绍说明--下载内容均来自于网络,请自行研究使用

这个是matlab中msgarch的估计方法-matlab msgarch de guji fangfa
(系统自动生成,下载前可以参看下载内容)

下载文件列表

Marcucci_Programs_and_Data\block_bootstrap.m

..........................\bsds.m

..........................\dieboldmariano2.m

..........................\dmtest.m

..........................\egarchlik_core.c

..........................\egarchlik_core.dll

..........................\egarchlik_core.m

..........................\garchestfor_con_all.m

..........................\garchlik.m

..........................\garchlik_core.c

..........................\garchlik_core.dll

..........................\garchlik_core.m

..........................\GEDinv.m

..........................\GEDrnd.m

..........................\gjrlik_core.c

..........................\gjrlik_core.dll

..........................\gjrlik_core.m

..........................\gradt.m

..........................\hessian.m

..........................\insampleevaluation.m

..........................\junk

..........................\....\VF

..........................\lossfun.m

..........................\lossfunctions.m

..........................\lossfuns.m

..........................\mexing.m

..........................\mrsgarchestfor_con_all.m

..........................\mrsg_vol_for_new_4var.m

..........................\mrsg_vol_for_new_4varmrsgt2.m

..........................\oosevaluation.m

..........................\ooslikelihoods.m

..........................\plotting_graphs.m

..........................\plotting_graph_var.m

..........................\ranking.m

..........................\Readme.TXT

..........................\real_vol_adj.txt

..........................\signtest.m

..........................\SP100_88_03.txt

..........................\SP100_88_03.xls

..........................\stationary_bootstrap.m

..........................\swgarchlik.m

..........................\swgarchlikged1_core_k.c

..........................\swgarchlikged1_core_k.dll

..........................\swgarchlikged1_core_k.m

..........................\swgarchlikt1_core_k.c

..........................\swgarchlikt1_core_k.dll

..........................\swgarchlikt1_core_k.m

..........................\swgarchlikt2_core_k.c

..........................\swgarchlikt2_core_k.dll

..........................\swgarchlikt2_core_k.m

..........................\swgarchlik_core_k.c

..........................\swgarchlik_core_k.dll

..........................\swgarchlik_core_k.m

..........................\VaRLossFun.m

..........................\VaRLRtest.m

..........................\VaRsigntest.m

..........................\VaRsuperiority.m

..........................\var_forec_mrsg_var.m

..........................\var_oos_evaluation.m

..........................\volat_d_days.TXT

Marcucci_Programs_and_Data

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