结果:找到“GARCH\_Toolbox”相关内容13个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Best MATLAB GARCH toolbox
66 个回复 - 28677 次查看
USCD GARCH toolbox by Kevin Sheppard (Engle's Student), a lot of more fonctions than MATLAB GARCH toolbox. For example, MGARCH like BEKK, DCC models.
2007-2-13 11:59 - KoonHui - MATLAB等数学软件专版
Garch Toolbox User guides
1 个回复 - 1917 次查看
Garch Toolbox User guides
================
Contents
What Is the GARCH Toolbox? . . . . . . . . . . . . . . . . . . . . . . . . . . . vi
Related Products . . . . . . . . . . . . . . . . . . . . ...
2010-6-9 09:08 - zgp480 - MATLAB等数学软件专版
求教关于GARCH toolbox做滞后模型的问题
0 个回复 - 1819 次查看
如题:我用EVIEWS做关于股价的GARCH(1,1)模型:Dependent Variable: LOG(Y) Method: ML - ARCH (Marquardt) - Normal distribution Date: 03/08/08 T ...
2008-3-8 21:24 - 刚学学 - MATLAB等数学软件专版