winrats做BEKK-GARCH模型的Q,Q方检验
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open data C:\Users\zhangyu\Desktop\1.csv
data(format=free,org=obs) 1 748 R1 R2
system(model=var1)
variables R1 R2
lags 1
det constant
end(system)
garch(p=1,q=1,model=var1,mv=bekk,pmethod=simple ...
2015-3-14 14:38 - 632529806 - MATLAB等数学软件专版