文件名称:garchsk
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Jondeau 、Leon 等提出自回归条件方差—偏度—峰度模型(GARCHSK)，用于同时描述收益率二阶矩、三阶矩和四阶矩的时变特征。此文件为该模型代码。(Jondeau, Leon et al. Proposed an autoregressive conditional variance-skewness-kurtosis model (GARCHSK), which was used to describe the time-varying characteristics of the second, third, and fourth moments of the yield simultaneously. This file is the model code.)
相关搜索： garch-sk
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| garchsk\garchsk\garchcore.m | 863 | 2020-02-13 |
| garchsk\garchsk\garchsklik.m | 356 | 2020-02-13 |
| garchsk\garchsk\garchsk_main.m | 1914 | 2020-04-04 |
| garchsk\garchsk1\garchcore1.m | 656 | 2020-02-13 |
| garchsk\garchsk1\garchsklik1.m | 359 | 2020-04-04 |
| garchsk\garchsk1\garchsk_main1.m | 1505 | 2020-02-13 |
| garchsk\GARCHSKguji.m | 1379 | 2020-02-15 |
| garchsk\garchsk | 0 | 2020-02-13 |
| garchsk\garchsk1 | 0 | 2020-02-13 |
| garchsk | 0 | 2020-04-01 |