搜索资源列表
RiskCalculator
- Simple VaR Calculator provides: - Evaluation of return distribution of single asset or portfolio of assets - Volatility forecasts using moving average and exponential algorithm - Value at Risk of single
RiskCalculator
- Simple VaR Calculator provides: - Evaluation of return distribution of single asset or portfolio of assets - Volatility forecasts using moving average and exponential algorithm - Value at Risk of single
MSVARlib-v2.0
- 用gauss运行MS-VAR code.markov-switching VAR-markov-switching VAR CODE FOR GAUSS
MS_reg
- 马尔科夫自回归分析编码。实现MS-VAR。主要用于状态转换分析。-From the regression analysis of Markov encoding. Achieve MS-VAR. State transition is mainly used for the analysis.
MS_Regress_FEX
- MS-VAR模型，即马尔科夫状态转换的自回归模型是Hamilton (1989) 提出的，它是允许内在要素变化的特有的计量经济学模型。-MS-VAR model, the regression model Markov state transition is Hamilton (1989) proposed that the change is to allow the intrinsic elements of specific e
MS_Var
- MS var in R language
[Weeks]An_Introduction_to_Ox_and_OxMetrics
- MS-VAR操作手册+代码，可以清晰的帮助需要的人了解MSVAR是模型建立过程。(MS-var handbook, it can clearly help people understand the MS-var modle and its codes.)
MSVAR BY KROLZIG
- MS-VAR操作手册，内含示例代码，可以清晰的帮助需要的人了解MSVAR是模型建立过程。(MS-var handbook, it can clearly help people understand the MS-var modle and utilize and operate its codes.)
OX MSVAR
- 高斯马尔科夫区制转换模型 内含MS-VAR、MS-VECM软件包(Goss Markoff region system transformation model Containing MS-VAR, MS-VECM software packages)
MS_Regress_FEX_1.07
- markov switching var matlab code
MS-VAR
- 用于估计MSVAR模型，是利用OX软件进行估计(Estimation of MSVAR model)
OX-msvar
- oxmetrics软件估计msvarmodel(ms-var is an econometrics model of VARs)