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- 2022-12-24
- 98.66 KB
- 2022-11-25
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DCC-MGARCH模型stata教程、文档和数据.txt
DCC-MGARCH模型stata教程、文档和数据 - 85 Bytes
- 2022-9-8
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本附件包括：
- allstations.dta
- annualsunspots.dta
- ar2models.do
- arfima.do
- armasimulate.do
- auto.do
- beyond.do
- bilinear.do
- binary.do
- brisbanetemp.dta
- cb_2017_us_state_20m.dta
- cb_2017_us_state_20m_shp.dta
- censored.do
- census_popnst.dta
- cerillos.dta
- cerrillosm.dta
- co2breaks.do
- co2businesscycleshocks.xls
- co2cycles.irf
- co2.irf
- co2plot.do
- cointegration.do
- commodity.dta
- confirmed_adj_st.dta
- confirmed_adj_st_long.dta
- confirmed_adj_st_pol.dta
- consistency.do
- corruption.dta
- crushbreaks.do
- crushplot.do
- crushspread2.do
- crushspread.do
- crushspread.dta
- dailywind.do
- data.do
- discrete.do
- dist_cepii.dta
- djsidata.dta
- dynamics.do
- ecmsimulate.do
- ,eeus-ado.pkg
- eeus-ado.pkg
- ,eeus-data.pkg
- eeus-data.pkg
- eeus-do.pkg
- fci.dta
- fcoint.do
- firstgen.do
- fishmap.do
- forecasting.do
- fractionalcointegration.dta
- fractional.do
- gmm.do
- grassi.do
- greenrisk.do
- greensolow.dta
- hourly.do
- intro.do
- knitteldata.do
- knittel.do
- loadweightedprice.do
- logforecast.do
- logpercapitaco2.dta
- lwp.dta
- main.do
- markov.do
- mgarch.do
- ml.do
- mlestimate.do
- moran.do
- mw-data.dta
- ne_110m_admin_0_countries.dbf
- ne_110m_admin_0_countries.shp
- nile.dta
- nina34.dta
- nonlinear.do
- nonlinear-testing.do
- ,ols.do
- ols.do
- ordered.do
- panel.do
- phh.do
- phh.dta
- phh_fix.dta
- phhmap.do
- phh_orig.dta
- phhwide.dta
- plots-fractional.do
- plots-single.do
- plots-stsm.do
- plots-svars.do
- pm_daily.dta
- pm_hourly.dta
- pm_weekly.dta
- politaffil2.dta
- politaffil_76_92.xlsx
- politaffil.dta
- quarterlyusmacro.dta
- santiago.dta
- secondgen.do
- sim10.dta
- sim50.dta
- single.do
- soi.dta
- spatial.do
- spatialfish_small.dta
- spatial-testing.do
- spinst_eeus.ado
- sst34.dta
- stabv.dta
- star.do
- ,stata.toc
- stata.toc
- states.dta
- stern&kaufmann2014.dta
- stsm.do
- sumstats.do
- sunspots.dta
- svars.do
- threshold.do
- treaty_all_final.dta
- twobalance.dta
- ucm.do
- unitroots.do
- usastates.dta
- usastates_shp.dta
- us_co2_emissions_by_source.xlsx
- v23.ado
- var.do
- varma.do
- vars.dta
- vcecomp.tex
- volatility.do
- wdist.stswm
- weightingmatrices.do
- whalecatch.do
- whalecatch.dta
- whalesdata.dta
- whales.dta
- windstats.do
- world.dta
- world_shp.dta
- wpol.spmat
- wpol.stswm
- 21.38 MB
- 2022-5-20
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The_rmgarch_models.pdf
模型理论说明论文 - 470.17 KB
- 2020-8-17
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rmgarch.pdf
官方说明文档 - 285.89 KB
- 2020-8-17
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rmgarch_1.3-7.tar.gz
源代码包 - 951.92 KB
- 2020-8-17
- 30.03 KB
- 2018-9-5
- 78.07 KB
- 2018-4-13
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Stata13(mgarch部分)软件自带操作手册.pdf
Stata13(mgarch部分)软件自带操作手册 - 5.39 MB
- 2018-4-12
-
本附件包括：
- EthereumBlockDifficultyGrowth.csv
- EtherSupplyGrowthChart.csv
- EthereumTransactionFee.csv
- EthereumGasPriceHistory.csv
- EthereumChainDataSizeGrowth(FULLSync).csv
- EthereumNetworkHashRateGrowthRate.csv
- EthereumGasLimitHistory.csv
- EtherMarketCapChart.csv
- EthereumTransactionHistory.csv
- EthereumChainDataSizeGrowth(FASTSync).csv
- EtherPriceHistory(USD).csv
- EthereumBlockRewardsChart.csv
- EthereumBlockSizeHistory.csv
- EthereumUniqueAddressGrowthRate.csv
- EthereumDailyGasUsedHistory.csv
- EthereumUnclesCount.csv
- 152.26 KB
- 2017-12-27
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本附件包括：
- 货币政策和股票市场的波动溢出效应研究——基于DCC-MGARCH-VAR模型的经验证据 (1).pdf
- 无套利分析理论在区域电力市场中的应用_吴玮.pdf
- 香港离岸人民币同业拆借利率风险度_省略_R_GARCH_POT方法的分析_严佳佳.pdf
- 央行【2014】387号文.pdf
- 中国创业板和主板市场时变联动与波_省略_GARCH_VAR模型的实证分析_张金林.pdf
- 中国货币市场基准利率体系的均值和波动溢出效应研究.pdf
- 中国人民银行决定对境外金融机构境内存放执行正常存款准备金率.doc
- 中美股市波动溢出效应研究（高清）.pdf
- __ma2008.pdf
- BEKK engle and kroner.pdf
- DCC engle 2002.pdf
- Examining_the_Impact_of_the_U.S._IT_Stock_Market_on_Other_IT_Stock_Markets.pdf
- hibor负利率之谜.doc
- rmb-internationalization-onshore-offshore-links.pdf
- rmgarch.pdf
- 股市风险溢出.pdf
- 货币政策与资产价格波动_理论模型与中国的经验分析_周晖.pdf
- 境内外人民币汇率价格关系的定量研究_伍戈.pdf
- 境内外人民币外汇市场价格引导关系_省略_基于香港_境内和NDF市场的数据_贺晓博.pdf
- 境内外银行间人民币同业拆借利率的联动关系研究_周先平.pdf
- 境外和境内人民币即期汇率_究竟谁发现了价格_朱钧钧.pdf
- 离岸市场发展对本国货币政策的影响：文献综述(1).pdf
- 离岸市场发展对本国货币政策的影响_一个综述_伍戈.caj
- 人民币国际化_离岸市场与在岸市场的互动_乔依德.pdf
- 人民币国际化进程中在岸离岸套利现象研究_张明.pdf
- 人民币汇率市场与货币市场的波动及溢出效应_陈文新.pdf
- 人民币离岸市场与在岸市场汇率的动态相关性研究_修晶.pdf
- 人民币离岸市场与资本项目开放_马骏.pdf
- 人民币在岸市场已经是一个非完全定价中心_王晋斌.pdf
- 我国金融市场间溢出效应研究_基于_省略_CH_1_1_BEKK模型的分析_李成.pdf
- 人民币跨境流动与离岸市场货币创造：兼议对我国货币政策的影响.pdf
- 67.78 MB
- 2016-5-5
- 379.4 KB
- 2015-11-25
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本附件包括：
- PlatformGameClient.dll
- 12.98 KB
- 2015-3-12
- 64.46 KB
- 2015-2-25
- 781.84 KB
- 2014-12-20
- 799.42 KB
- 2014-12-20
- 829.12 KB
- 2014-12-20
- 1.17 MB
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- 2014-12-20
- 1.11 MB
- 2014-12-20
- 1.05 MB
- 2014-12-20
- 165.48 KB
- 2014-11-10
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Bayesian Estimation and Comparison of MGARCH and MSV Models via WinBUGS.pdf
- 402.51 KB
- 2014-8-16
- 1.39 MB
- 2014-2-24
- 549.59 KB
- 2014-2-22
- 1.39 MB
- 2014-2-22
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- 2014-2-22
-
本附件包括：
- 2010_FRMgarp_协会提供官方考试题.pdf
- 7.38 MB
- 2013-9-2
- 223.66 KB
- 2013-2-28
- 1.95 MB
- 2013-1-30
- 470.45 KB
- 2012-7-2
-
120211.zip
Matlab Codes本附件包括：- setup.m
- README.txt
- cap.m
- LICENSE.txt
- gpl.txt
- FactorGraph.m
- checkFactorGraph.m
- absorb.m
- absorption.m
- absorptionID.m
- ancestors.m
- ancestralorder.m
- ancestralsample.m
- assign.m
- bar3zcolor.m
- bucketelim.m
- condindep.m
- condpot.m
- dag.m
- deltapot.m
- descendents.m
- disptable.m
- divpots.m
- edges.m
- elimtri.m
- evalpot.m
- eyepot.m
- ind2subv.m
- istree.m
- jtassignpot.m
- jtree.m
- jtreeID.m
- lengthcell.m
- markov.m
- maxpot.m
- maxprodFG.m
- maxsumpot.m
- mostprobablepath.m
- multpots.m
- numstates.m
- orderpotfields.m
- orderpot.m
- potscontainingonly.m
- potvariables.m
- randgen.m
- replace.m
- setdiff_unsorted.m
- setevpot.m
- setpot.m
- spantree.m
- subv2ind.m
- triangulateComponent.m
- sumpot.m
- sumpots.m
- sumprodFG.m
- triangulate.m
- triangulatePorder.m
- uniquepots.m
- validgridposition.m
- whichpot.m
- maxarray.m
- connectedComponents.m
- changevar.m
- FactorConnectingVariable.m
- VariableConnectingFactor.m
- drawFG.m
- maxNarray.m
- maxNpot.m
- maxNprodFG.m
- mvrandn.m
- dirrnd.m
- mygamrnd.m
- blanknames.m
- blankstates.m
- MesstoFact.m
- squeezepots.m
- MDPsolve.m
- table.m
- normp.m
- argmax.m
- potsample.m
- logpot.m
- condindepEmp.m
- condMI.m
- count.m
- chi2test.m
- neigh.m
- field2cell.m
- mynchoosek.m
- mynanmean.m
- MDPemDeterministicPolicy.m
- EMqTranMarginal.m
- EMqUtilMarginal.m
- EMminimizeKL.m
- EMvalueTable.m
- EMTotalBetaMessage.m
- sumpotID.m
- IDvars.m
- noselfpath.m
- parents.m
- children.m
- drawJTree.m
- drawNet.m
- drawID.m
- exppot.m
- LoopyBP.m
- MaxFlow.m
- myones.m
- setstate.m
- condindepPot.m
- myzeros.m
- myrand.m
- mostprobablepathmult.m
- mynansum.m
- isoctave.m
- potistyped.m
- logsigma.m
- setfields.m
- PCskeletonOracle.m
- PCorient.m
- PCskeletonData.m
- BDscore.m
- learnBayesNet.m
- normpot.m
- KLdiv.m
- condMIemp.m
- MIemp.m
- squeezestates.m
- JTsample.m
- singleparenttree.m
- neighboursize.m
- argmin.m
- IPF.m
- nonzerovalue.m
- empdist.m
- learnMarkovDecomp.m
- EntropyEmp.m
- GibbsSample.m
- mylogsig.m
- grouppot.m
- ungrouppot.m
- groupstate.m
- makeThinJT.m
- gatherstrings.m
- getdimind.m
- EMbeliefnet.m
- majority.m
- nearNeigh.m
- svdm.m
- BayesLogRegressionRVM.m
- CanonVar.m
- GPreg.m
- LogReg.m
- avsigmaGauss.m
- covfnGE.m
- logdet.m
- plsa.m
- plsaCond.m
- sigmoid.m
- sigma.m
- softloss.m
- rbf.m
- kernel.m
- sqdist.m
- BayesLinReg.m
- HMMem.m
- condp.m
- condexp.m
- HMMviterbi.m
- HMMsmooth.m
- HMMforward.m
- HMMbackward.m
- logsumexp.m
- HMMgamma.m
- mixMarkov.m
- pointsCov.m
- GMMem.m
- Kmeans.m
- MIXprodBern.m
- LDSsmooth.m
- LDSsubspace.m
- LDSforwardUpdate.m
- LDSbackwardUpdate.m
- LDSforward.m
- LDSbackward.m
- SLDSforward.m
- SLDSbackward.m
- logeps.m
- mix2mix.m
- placeobject.m
- sumlog.m
- metropolis.m
- logp.m
- compat.m
- betaXbiggerY.m
- HebbML.m
- NaiveBayesTrain.m
- NaiveBayesTest.m
- NaiveBayesDirichletTrain.m
- NaiveBayesDirichletTest.m
- logZdirichlet.m
- SARlearn.m
- ARtrain.m
- HMMforwardSAR.m
- HMMbackwardSAR.m
- HMMsmoothSAR.m
- ARlds.m
- pca.m
- hinton.m
- FA.m
- plotCov.m
- GaussCond.m
- SVMtrain.m
- cca.m
- SLDSmargGauss.m
- binaryMRFmap.m
- GPclass.m
- cliquedecomp.m
- rasch.m
- conjgrad.m
- Contents.m
- 4.63 MB
- 2012-3-20
- 1.43 MB
- 2012-1-3
- 1.14 MB
- 2011-11-14
- 42.03 KB
- 2011-7-20
- 83.31 KB
- 2011-7-20
- 8.78 KB
- 2011-7-19
- 5.09 KB
- 2011-7-19
- 9.09 MB
- 2011-3-13
- 497.9 KB
- 2011-1-27
- 667.34 KB
- 2011-1-25
-
本附件包括：
- 中国与世界金融市场从分割走向整合_基于DCC_MGARCH模型的检验.pdf
- _数量经济技术经济研究_2009年总目录.pdf
- _中国技术经济论坛2009_南京_召开.pdf
- 基于GVAR模型的产业内生联系与外生冲击分析.pdf
- 技术进步_技术效率与中国农业生产率增长_基于DEA的实证分析.pdf
- 结构失衡_潮涌现象_与通胀_通缩逆转.pdf
- 具有结构突变的小样本GIBBS抽样单位根检验方法研究.pdf
- 数量经济学专业博士研究生课程设置的中外比较分析.pdf
- 我国服务业生产率及其影响因素分析_基于随机前沿生产函数的实证研究.pdf
- 我国股票市场和外汇市场波动溢出效应分析.pdf
- 要素投入_全要素生产率与地区经济差距_基于中国省区数据的实证分析.pdf
- 中国出口贸易外溢效应的分类检验.pdf
- 中国经济中长期增长潜力分析与预测_2008_2020年.pdf
- 中国制造业行业生产率的变动及影响因素_基于_省略_技术的1998_2007年行业.pdf
- 5.91 MB
- 2010-12-1
- 763.53 KB
- 2010-10-1
- 557.11 KB
- 2010-10-1
-
本附件包括：
- 我国股价和汇率的关联_基于VAR_MGARCH模型的研究.caj
- 股票价格与汇率之间的动态关系_基于中国市场的经验分析.kdh
- 1.13 MB
- 2010-7-8
- 429.41 KB
- 2010-4-19
- 69.21 KB
- 2010-4-14
- 69.21 KB
- 2010-4-13
-
本附件包括：
- 5.3.FolkTheoremSampler.1.0.pdf
- 2.1.StrategicDominance.1.0.pdf
- 2.2.IteratedDominanceRationality.1.0.pdf
- 3.1.Nash%20Equilibrium.1.0.pdf
- 3.2.NashEq2x2NormalFormGames.1.0.pdf
- 4.1.ExtensiveFormGamesIntro.1.0.pdf
- 4.2.StrategiesInExtensiveFormGames.1.0.pdf
- 4.3.ExtensiveFormSolutionConcepts.1.0.pdf
- 5.1.RepeatedGamesIntro.1.0.pdf
- 5.2.InfinitelyRepeatedGames.1.0.pdf
- 5.13 MB
- 2010-1-24
- 82.62 KB
- 2010-1-12
- 65.2 KB
- 2010-1-8
-
本附件包括：
- 上海与伦敦金属期货市场的波动溢出效应研究_MGARCH_BEKK模型的应用.pdf
- 中国通货膨胀_通货膨胀波动与产出增长_基于MGARCH模型分析))))).pdf
- 基于MGARCH-BEKK模型的不同股票市场波动相关性研究.pdf
- 基于TGARCH模型的证券投资惯性反向交易策略实证研究))))).pdf
- 人民币汇率参照货币篮子与东亚货币联动的研究BEKK((((((.pdf
- 人民币汇率与股市收益的动态关联性实证研究))))).caj
- 中国与国际证券市场间的风险传导模式_基于方差因果性研究的新证据))))).pdf
- 最优动态汇率风险套期保值模型研究.pdf
- DCC_MVGARCH模型计算方法研究及在金融市场中的应用.nh
- Sequential_BEKK多维GARCH模型及其在股票市场中应用.nh
- 多元变结构门限GARCH模型的伪协同持续性研究.pdf
- 沪深股市在牛市和熊市阶段的波动非对称效应实证分析TGARCH.pdf
- 沪深股指波动的杠杆效应和星期效应分析.pdf
- 8.97 MB
- 2010-1-2
-
282339.rar
Jim Ratliffs Graduate-Level Course in Game Theory本附件包括：- 6.2.PerfectBayesSenderReceiver.1.0.pdf
- 6.3.PerfectBayesExtensiveForm.1.0.pdf
- 1.StrategicFormGames.1.0.pdf
- 2.1.StrategicDominance.1.0.pdf
- 2.2.IteratedDominanceRationality.1.0.pdf
- 3.1.Nash Equilibrium.1.0.pdf
- 3.2.NashEq2x2NormalFormGames.1.0.pdf
- 4.1.ExtensiveFormGamesIntro.1.0.pdf
- 4.2.StrategiesInExtensiveFormGames.1.0.pdf
- 4.3.ExtensiveFormSolutionConcepts.1.0.pdf
- 5.1.RepeatedGamesIntro.1.0.pdf
- 5.2.InfinitelyRepeatedGames.1.0.pdf
- 5.3.FolkTheoremSampler.1.0.pdf
- 6.1.StaticGamesIncompleteInfo.1.0.pdf
- 6.61 MB
- 2009-1-2
-
144134.pdf
如何用MGARCH计算动态套期保值比？ - 247.55 KB
- 2007-8-6
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91543.rar
UGARCH to MGARCH : Top 20 papers - 13.03 MB
- 2007-2-14
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91380.rar
Top 20 MGARCH papers - 11.46 MB
- 2007-2-13
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51888.pdf
[下载] Mgarch excellent paper: Cross-market linkages between U.S. and - 125.8 KB
- 2006-5-9
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本附件包括：
- MGARCH.pdf
- 266.04 KB
- 2006-1-18
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37749.rar
[推荐]Ox code and reference for MGARCH本附件包括：- sim_MGARCH1.ox
- Multivariate_GARCH.pdf
- 370.51 KB
- 2006-1-18
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14233.rar
lecture notes Jim Ratliffs Graduate-Level Course in Game Theory本附件包括：- 2.1.StrategicDominance.1.0.pdf
- 2.2.IteratedDominanceRationality.1.0.pdf
- 3.1.Nash Equilibrium.1.0.pdf
- 3.2.NashEq2x2NormalFormGames.1.0.pdf
- 4.1.ExtensiveFormGamesIntro.1.0.pdf
- 4.2.StrategiesInExtensiveFormGames.1.0.pdf
- 4.3.ExtensiveFormSolutionConcepts.1.0.pdf
- 5.1.RepeatedGamesIntro.1.0.pdf
- 5.2.InfinitelyRepeatedGames.1.0.pdf
- 5.3.FolkTheoremSampler.1.0.pdf
- 6.1.StaticGamesIncompleteInfo.1.0.pdf
- 6.2.PerfectBayesSenderReceiver.1.0.pdf
- 6.3.PerfectBayesExtensiveForm.1.0.pdf
- 1.StrategicFormGames.1.0.pdf
- 6.95 MB
- 2005-5-8
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3909.rar
The Winners Curse中的文章本附件包括：- thaler1988ultimatumgame.pdf
- 1.12 MB
- 2004-11-24
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