文件名称:MFEToolbox

  • 所属分类:
  • matlab例程
  • 资源属性:
  • [Matlab] [源码]
  • 上传时间:
  • 2014-12-09
  • 文件大小:
  • 500kb
  • 下载次数:
  • 0次
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  • 夏*
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  • 下载说明:
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介绍说明--下载内容均来自于网络,请自行研究使用

matlab工具箱,可以用来处理各类garch模型,尤其是包含CCCGARCH等多元garch模型-it s a matlab toolbox that can be used to deal with all kinds of garch model, especially multivariate garch model like CCC-GARCH model
(系统自动生成,下载前可以参看下载内容)

下载文件列表





addToPath.m

Contents.m

bootstrap\block_bootstrap.m

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

.........\mcs.m

.........\robustvcv.m

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

crosssection\ols.m

............\pca.m

distributions\gedcdf.m

.............\gedinv.m

.............\gedloglik.m

.............\gedpdf.m

.............\gedrnd.m

.............\mvnormloglik.m

.............\normloglik.m

.............\skewtcdf.m

.............\skewtinv.m

.............\skewtloglik.m

.............\skewtpdf.m

.............\skewtrnd.m

.............\stdtcdf.m

.............\stdtinv.m

.............\stdtloglik.m

.............\stdtpdf.m

.............\stdtrnd.m

.uplication\chi2cdf.m

...........\iscompatible.m

...........\kurtosis.m

...........\normcdf.m

...........\norminv.m

...........\normpdf.m

...........\skewness.m

GUI\ARMAX.m

...\ARMAX_about.m

...\ARMAX_close_dialog.m

...\ARMAX_viewer.m

...\OxLogo.mat

multivariate\ccc_mvgarch.m

............\ccc_mvgarch_joint_likelihood.m

............\ccc_mvgarch_likelihood.m

............\ccc_mvgarch_simulate.m

............\matrix_garch.m

............\matrix_garch_display.m

............\matrix_garch_likelihood.m

............\matrix_garch_simulate.m

............\o_mvgarch.m

............\riskmetrics.m

............\riskmetrics2006.m

............\scalar_vt_vech.m

............\scalar_vt_vech_itransform.m

............\scalar_vt_vech_jointlikelihood.m

............\scalar_vt_vech_likelihood.m

............\scalar_vt_vech_simulate.m

............\scalar_vt_vech_starting_values.m

............\scalar_vt_vech_transform.m

tests\berkowitz.m

.....\jarquebera.m

.....\kolmogorov.m

.....\ljungbox.m

.....\lmtest1.m

.imeseries\acf.m

..........\aichqcsbic.m

..........\aicsbic.m

..........\arma_forecaster.m

..........\armaroots.m

..........\armaxerrors.m

..........\armaxfilter.m

..........\armaxfilter_core.m

..........\armaxfilter_likelihood.m

..........\armaxfilter_simulate.m

..........\augdf.m

..........\augdf_cvsim_tieup.m

..........\augdfautolag.m

..........\augdfcv.m

..........\beveridgenelson.m

..........\bkfilter.m

..........\convert_ma_roots.m

..........\grangercause.m

..........\heterogeneousar.m

..........\hp_filter.m

..........\impulseresponse.m

..........\impulseresponse_bootstrap.m

..........\inverse_ar_roots.m

..........\olsnw.m

..........\pacf.m

..........\sacf.m

..........\spacf.m

..........\tsresidualplot.m

..........\vectorar.m

..........\vectorarvcv.m

univariate\agarch.m

..........\agarch_core.m

..........\agarch_display.m

..........\agarch_itransform.m

..........\agarch_likelihood.m

..........\agarch_parameter_check.m

..........\agarch_simulate.m

..........\agarch_starting_values.m

..........\agarch_transform.m

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