压缩包 : Ucsd_garch.zip 列表
MEX Source/
MEX Source/egarchcore.c
MEX Source/egarchXcore.c
MEX Source/garchcore.c
MEX Source/garchgrad.c
MEX Source/garchinmeancore.c
MEX Source/ivech.c
MEX Source/maxcore.c
MEX Source/multigarchcore.c
MEX Source/recserarcore.c
MEX Source/simgarchcore.c
MEX Source/tarchcore.c
MEX Source/vech.c
MV Garch/
MV Garch/Bekk/
MV Garch/Bekk/diagonal_bekk_mvgarch.m
MV Garch/Bekk/diagonal_bekk_mvgarch_likelihood.m
MV Garch/Bekk/diagonal_bekk_simulate.m
MV Garch/Bekk/full_bekk_mvgarch.m
MV Garch/Bekk/full_bekk_mvgarch_likelihood.m
MV Garch/Bekk/full_bekk_simulate.m
MV Garch/Bekk/scalar_bekk_mvgarch.m
MV Garch/Bekk/scalar_bekk_mvgarch_likelihood.m
MV Garch/Bekk/scalar_bekk_simulate.m
MV Garch/Correlation MVGarch/
MV Garch/Correlation MVGarch/cc_ivech.m
MV Garch/Correlation MVGarch/cc_mvgarch.m
MV Garch/Correlation MVGarch/cc_mvgarch_full_likelihood.m
MV Garch/Correlation MVGarch/cc_mvgarch_simulate.m
MV Garch/Correlation MVGarch/dcc_hessian.m
MV Garch/Correlation MVGarch/dcc_mvgarch.m
MV Garch/Correlation MVGarch/dcc_mvgarch_full_likelihood.m
MV Garch/Correlation MVGarch/dcc_mvgarch_likelihood.m
MV Garch/Correlation MVGarch/dcc_mvgarch_test.m
MV Garch/Correlation MVGarch/dcc_simulate.m
MV Garch/Correlation MVGarch/dcc_univariate_simulate.m
MV Garch/Correlation MVGarch/Idcc_mvgarch.m
MV Garch/Correlation MVGarch/Idcc_mvgarch_full_likelihood.m
MV Garch/Correlation MVGarch/Idcc_mvgarch_likelihood.m
MV Garch/ivech.m
MV Garch/o_mvgarch.m
MV Garch/pca.m
MV Garch/T Bekk/
MV Garch/T Bekk/diagonal_bekk_T_est_likelihood.m
MV Garch/T Bekk/diagonal_bekk_T_likelihood.m
MV Garch/T Bekk/diagonal_bekk_T_mvgarch.m
MV Garch/T Bekk/full_bekk_T_est_likelihood.m
MV Garch/T Bekk/full_bekk_T_likelihood.m
MV Garch/T Bekk/full_bekk_T_mvgarch.m
MV Garch/T Bekk/scalar_bekk_T_est_likelihood.m
MV Garch/T Bekk/scalar_bekk_T_likelihood.m
MV Garch/T Bekk/scalar_bekk_T_mvgarch.m
MV Garch/vech.m
Post 7.1 32-bit Binaries/
Post 7.1 32-bit Binaries/egarchcore.mexw32
Post 7.1 32-bit Binaries/egarchXcore.mexw32
Post 7.1 32-bit Binaries/garchcore.mexw32
Post 7.1 32-bit Binaries/garchgrad.mexw32
Post 7.1 32-bit Binaries/garchinmeancore.mexw32
Post 7.1 32-bit Binaries/ivech.mexw32
Post 7.1 32-bit Binaries/maxcore.mexw32
Post 7.1 32-bit Binaries/multigarchcore.mexw32
Post 7.1 32-bit Binaries/recserarcore.mexw32
Post 7.1 32-bit Binaries/simgarchcore.mexw32
Post 7.1 32-bit Binaries/tarchcore.mexw32
Post 7.1 32-bit Binaries/vech.mexw32
Pre 7.1 32-bit Binaries/
Pre 7.1 32-bit Binaries/egarchcore.dll
Pre 7.1 32-bit Binaries/egarchXcore.dll
Pre 7.1 32-bit Binaries/garchcore.dll
Pre 7.1 32-bit Binaries/garchgrad.dll
Pre 7.1 32-bit Binaries/garchinmeancore.dll
Pre 7.1 32-bit Binaries/ivech.dll
Pre 7.1 32-bit Binaries/maxcore.dll
Pre 7.1 32-bit Binaries/multigarchcore.dll
Pre 7.1 32-bit Binaries/recserarcore.dll
Pre 7.1 32-bit Binaries/simgarchcore.dll
Pre 7.1 32-bit Binaries/tarchcore.dll
Pre 7.1 32-bit Binaries/vech.dll
Tests/
Tests/berkowitz.m
Tests/jarquebera.m
Tests/kolmogorov.m
Tests/kscritical.m
Tests/lilliefors.m
Tests/ljq2.m
Tests/lmtest1.m
Tests/lmtest2.m
Tests/shapirofrancia.m
Tests/shapirowilks.m
Contents.m
fx.mat
hessian_2sided.m
license.txt
ucsd_garch_demo.m
64-bit Binaries/
64-bit Binaries/egarchcore.mexw64
64-bit Binaries/egarchXcore.mexw64
64-bit Binaries/garchcore.mexw64
64-bit Binaries/garchgrad.mexw64
64-bit Binaries/garchinmeancore.mexw64
64-bit Binaries/ivech.mexw64
64-bit Binaries/maxcore.mexw64
64-bit Binaries/multigarchcore.mexw64
64-bit Binaries/recserarcore.mexw64
64-bit Binaries/simgarchcore.mexw64
64-bit Binaries/tarchcore.mexw64
64-bit Binaries/vech.mexw64
BootStrap/
BootStrap/block_bootstrap.m
BootStrap/bsds.m
BootStrap/bsds_studentized.m
BootStrap/cont_bootstrap.m
BootStrap/stationary_bootstrap.m
Distributions/
Distributions/exppowcdf.m
Distributions/exppowpdf.m
Distributions/exppowrnd.m
Distributions/gedcdf.m
Distributions/gedinv.m
Distributions/gedpdf.m
Distributions/gedrnd.m
Distributions/skewtdis_cdf.m
Distributions/skewtdis_inv.m
Distributions/skewtdis_pdf.m
Distributions/skewtdis_rnd.m
Distributions/stdtdis_cdf.m
Distributions/stdtdis_pdf.m
Distributions/stdtdis_rnd.m
Garch/
Garch/armaxfilter.m
Garch/armaxfilter_likelihood.m
Garch/armaxsimulate.m
Garch/egarch.m
Garch/egarchcore.m
Garch/egarchEstLikelihood.m
Garch/egarchlikelihood.m
Garch/egarchsimulate.m
Garch/egarchX.m
Garch/egarchXcore.m
Garch/egarchXEstLikelihood.m
Garch/egarchXLikelihood.m
Garch/fattailed_garch.m
Garch/fattailed_garchlikelihood.m
Garch/fattailed_garchsimulate.m
Garch/garchcore.m
Garch/garcheviewscon.m
Garch/garcheviewslikelihood.m
Garch/garcheviewssimulate.m
Garch/garchgrad.m
Garch/garchinmean.m
Garch/garchinmeancore.m
Garch/garchinmeanlikelihood.m
Garch/garchinmeansimulate.m
Garch/garchlikelihood.m
Garch/garchpq.m
Garch/garchpq_eviews.m
Garch/garchsimulate.m
Garch/lagmatrix.m
Garch/mafilter.m
Garch/maxcore.m
Garch/maxfilter_likelihood.m
Garch/multigarch.m
Garch/multigarchcore.m
Garch/multigarchSimulate.m
Garch/multigarch_likelihood.m
Garch/multi_garch_constraints.m
Garch/multi_garch_paramsetup.m
Garch/newlagmatrix.m
Garch/skewtdis_LL.m
Garch/skewt_garch.m
Garch/skewt_garchlikel