文件名称:ucsd_garch

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  • 金融证券系统
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  • 上传时间:
  • 2018-06-21
  • 文件大小:
  • 983kb
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  • 6次 / 1次
  • 提 供 者:
  • zhouzho*******
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介绍说明

用于GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH等GARCH类模型的估计。(GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH)
相关搜索: matlab
ucsd_garch

(系统自动生成,下载前可以参看下载内容)

下载文件列表

文件名大小更新时间
5.3 Win32 Binaries 0 2005-03-22
5.3 Win32 Binaries\egarchcore.dll 49152 2001-01-21
5.3 Win32 Binaries\garchcore.dll 102400 2001-12-20
5.3 Win32 Binaries\garchgrad.dll 102400 2001-12-20
5.3 Win32 Binaries\garchinmeancore.dll 102400 2001-12-20
5.3 Win32 Binaries\ivech.dll 53248 2001-12-20
5.3 Win32 Binaries\maxcore.dll 102400 2001-12-20
5.3 Win32 Binaries\multigarchcore.dll 102400 2001-12-20
5.3 Win32 Binaries\recserarcore.dll 57344 2001-12-20
5.3 Win32 Binaries\tarchcore.dll 57344 2001-12-20
5.3 Win32 Binaries\vech.dll 53248 2001-12-20
6.0 Win32 Binaries 0 2005-03-22
6.0 Win32 Binaries\egarchcore.dll 90112 2001-02-17
6.0 Win32 Binaries\egarchXcore.dll 49152 2002-06-29
6.0 Win32 Binaries\garchcore.dll 102400 2001-12-20
6.0 Win32 Binaries\garchgrad.dll 102400 2001-12-20
6.0 Win32 Binaries\garchinmeancore.dll 102400 2001-12-20
6.0 Win32 Binaries\ivech.dll 49152 2002-04-09
6.0 Win32 Binaries\maxcore.dll 102400 2001-12-20
6.0 Win32 Binaries\multigarchcore.dll 102400 2001-12-20
6.0 Win32 Binaries\recserarcore.dll 53248 2001-12-20
6.0 Win32 Binaries\simgarchcore.dll 53248 2002-05-06
6.0 Win32 Binaries\tarchcore.dll 57344 2001-12-20
6.0 Win32 Binaries\vech.dll 53248 2001-12-20
BootStrap 0 2005-03-22
BootStrap\block_bootstrap.m 1775 2007-04-26
BootStrap\bsds.m 4395 2007-04-26
BootStrap\bsds_studentized.m 4521 2007-04-26
BootStrap\cont_bootstrap.m 1253 2005-02-10
BootStrap\stationary_bootstrap.m 1954 2007-04-26
Contents.m 10537 2001-12-20
Distributions 0 2005-03-22
Distributions\exppowcdf.m 1162 2005-02-10
Distributions\exppowpdf.m 909 2005-02-10
Distributions\exppowrnd.m 1210 2005-02-10
Distributions\gedcdf.m 1391 2005-02-10
Distributions\gedinv.m 975 2005-02-10
Distributions\gedpdf.m 819 2005-02-10
Distributions\gedrnd.m 1678 2005-02-10
Distributions\skewtdis_cdf.m 1439 2005-02-10
Distributions\skewtdis_inv.m 1569 2005-02-10
Distributions\skewtdis_pdf.m 1015 2005-02-10
Distributions\skewtdis_rnd.m 1116 2005-02-10
Distributions\stdtdis_cdf.m 897 2005-02-10
Distributions\stdtdis_pdf.m 935 2005-02-10
Distributions\stdtdis_rnd.m 1024 2005-02-10
fx.mat 80712 2001-01-06
Garch 0 2005-03-22
Garch\armaxfilter.m 5640 2005-10-08
Garch\armaxfilter_likelihood.m 1653 2005-02-10
Garch\armaxsimulate.m 1851 2005-10-08
Garch\egarch.m 7200 2005-10-08
Garch\egarchcore.m 768 2005-02-10
Garch\egarchEstLikelihood.m 3935 2005-10-08
Garch\egarchlikelihood.m 3732 2005-10-08
Garch\egarchsimulate.m 2937 2005-02-10
Garch\egarchX.m 7437 2005-02-10
Garch\egarchXcore.m 807 2005-02-10
Garch\egarchXEstLikelihood.m 4164 2005-02-10
Garch\egarchXLikelihood.m 3872 2005-02-10
Garch\fattailed_garch.m 7582 2005-10-08
Garch\fattailed_garch2.m 5662 2005-02-10
Garch\fattailed_garchlikelihood.m 3076 2005-10-08
Garch\fattailed_garchlikelihood2.m 3124 2005-02-10
Garch\fattailed_garchsimulate.m 2677 2005-02-10
Garch\garchcore.m 643 2005-02-10
Garch\garchcore2.m 962 2005-02-10
Garch\garcheviewscon.m 611 2005-02-10
Garch\garcheviewslikelihood.m 1712 2005-02-10
Garch\garcheviewssimulate.m 1902 2005-02-10
Garch\garchgrad.m 839 2005-02-10
Garch\garchinmean.m 6159 2005-10-08
Garch\garchinmeancore.m 929 2005-02-10
Garch\garchinmeanlikelihood.m 2171 2005-02-10
Garch\garchinmeansimulate.m 2378 2005-02-10
Garch\garchlikelihood.m 2269 2005-02-10
Garch\garchpq.m 5365 2005-02-10
Garch\garchpq_eviews.m 4779 2005-02-10
Garch\garchsimulate.m 1902 2005-02-10
Garch\lagmatrix.m 803 2005-02-10
Garch\mafilter.m 4182 2005-10-08
Garch\maxcore.m 665 2005-02-10
Garch\maxfilter_likelihood.m 1515 2005-02-10
Garch\multigarch.m 8967 2005-02-10
Garch\multigarchcore.m 809 2005-02-10
Garch\multigarchSimulate.m 3902 2005-02-10
Garch\multigarch_likelihood.m 3485 2005-02-10
Garch\multi_garch_constraints.m 3334 2005-02-10
Garch\multi_garch_paramsetup.m 1899 2005-02-10
Garch\newlagmatrix.m 850 2005-10-08
Garch\skewtdis_LL.m 1223 2005-02-10
Garch\skewt_garch.m 6518 2005-02-10
Garch\skewt_garchlikelihood.m 1701 2005-02-10
Garch\tarch.m 6764 2005-02-10
Garch\tarchlikelihood.m 1646 2005-02-10
hessian_2sided.m 1822 2005-02-10
Kernel Estimation 0 2005-03-22
Kernel Estimation\cosinus.m 563 2005-02-10
Kernel Estimation\epanechnikov.m 569 2005-02-10
Kernel Estimation\kern_dens_contour.m 2232 2005-02-10

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