241271853GarchTest
所属分类：其他
开发工具：matlab
文件大小：110KB
下载次数：0
上传日期：2020-09-20 16:53:40
上 传 者：
牛顿下山了
说明： 通过调用GARCHTEST包，来计算是否存在arch效应
(using to test the arch effect based on utilizing GARCHTEST package)
文件列表:
GTPackage\garchtest.m (145, 2009-11-22)
GTPackage\mygarch\data\AIG.txt (45802, 2009-11-22)
GTPackage\mygarch\data\IBM.txt (48668, 2009-11-18)
GTPackage\mygarch\data\IMO.txt (45564, 2009-11-18)
GTPackage\mygarch\data\MSF.txt (47499, 2009-11-18)
GTPackage\mygarch\data\myVaR.m (1083, 2009-11-22)
GTPackage\mygarch\data\network.mat (6861, 2009-11-22)
GTPackage\mygarch\data\tempHt.mat (23955, 2009-11-22)
GTPackage\mygarch\data\UXG.txt (40345, 2009-11-18)
GTPackage\mygarch\data\WMT.txt (47143, 2009-11-18)
GTPackage\mygarch\mfiles\icagarch.m (13973, 2009-11-23)
GTPackage\mygarch\mfiles\myChrisIndeTest.m (945, 2009-11-22)
GTPackage\mygarch\mfiles\myKupiec.m (211, 2009-11-22)
GTPackage\mygarch\mfiles\myPOFTest.m (212, 2009-11-22)
GTPackage\mygarch\mfiles\myTUFFTest.m (226, 2009-11-22)
GTPackage\mygarch\data (0, 2009-11-23)
GTPackage\mygarch\mfiles (0, 2009-11-23)
GTPackage\mygarch (0, 2009-11-23)
GTPackage (0, 2009-11-23)
近期下载者：
相关文件：
收藏者：