MATLAB的GARCH代码
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garch_Model = arima('ARLags',[1,2],'MALags',[1,2]);
garch_Model.Variance = garch('GARCHLags',1,'ARCHLags',1);
[garch_Es*****l,garch_EstParamCov,garch_logL,garch_info] = estimate(garch_Model,return1) ...
2019-8-9 13:43 - brianhebrian - 新手入门区