bodonglv
所属分类：matlab编程
开发工具：matlab
文件大小：808KB
下载次数：25
上传日期：2016-04-25 21:04:40
上 传 者：
huberypan
说明： 计算金融领域中的波动率，包括了历史波动率， ARCH求波动率，GARCH求波动率，滑动平均求波动率，并附带了一个评价的程序 。也附上了一份文档
(Calculation of volatility in the financial sector, including the historical volatility, ARCH demand volatility, GARCH demand volatility, seeking moving average volatility, and comes with an uation of the program. Also enclosed a document)
文件列表:
bodonglv\ARCH.m (676, 2016-01-11)
bodonglv\average.m (844, 2016-01-11)
bodonglv\BSequation.m (268, 2016-01-07)
bodonglv\etf_imply.m (196, 2016-01-06)
bodonglv\GARCH11.m (462, 2016-01-11)
bodonglv\history_sh.m (473, 2016-01-11)
bodonglv\ImpliedVolatility.m (309, 2016-01-07)
bodonglv\pingjia.m (319, 2016-01-10)
bodonglv\script.pdf (892862, 2016-01-11)
bodonglv\shindex_history.m (159, 2016-01-07)
bodonglv (0, 2016-04-25)
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