MFEToolbox

所属分类:matlab编程
开发工具:Others
文件大小:500KB
下载次数:38
上传日期:2014-12-09 17:18:00
上 传 者huiyitianlan
说明:  matlab工具箱,可以用来处理各类garch模型,尤其是包含CCCGARCH等多元garch模型
(it s a matlab toolbox that can be used to deal with all kinds of garch model, especially multivariate garch model like CCC-GARCH model)

文件列表:
addToPath.m (1761, 2010-02-26)
Contents.m (48, 2009-10-28)
bootstrap\block_bootstrap.m (1793, 2009-10-28)
bootstrap\bsds.m (5670, 2009-10-30)
bootstrap\mcs.m (6387, 2009-10-30)
bootstrap\robustvcv.m (2619, 2009-10-27)
bootstrap\stationary_bootstrap.m (1926, 2011-03-15)
crosssection\ols.m (3492, 2010-03-03)
crosssection\pca.m (3735, 2009-10-27)
distributions\gedcdf.m (1765, 2009-10-27)
distributions\gedinv.m (2201, 2011-03-13)
distributions\gedloglik.m (2337, 2009-10-27)
distributions\gedpdf.m (1460, 2009-10-27)
distributions\gedrnd.m (1937, 2009-10-27)
distributions\mvnormloglik.m (3220, 2009-10-27)
distributions\normloglik.m (2051, 2009-10-27)
distributions\skewtcdf.m (1569, 2009-10-27)
distributions\skewtinv.m (1542, 2009-10-27)
distributions\skewtloglik.m (2561, 2010-02-17)
distributions\skewtpdf.m (1254, 2009-10-27)
distributions\skewtrnd.m (1462, 2009-10-27)
distributions\stdtcdf.m (846, 2009-10-27)
distributions\stdtinv.m (919, 2009-10-27)
distributions\stdtloglik.m (2095, 2009-10-27)
distributions\stdtpdf.m (985, 2010-10-06)
distributions\stdtrnd.m (1368, 2009-10-27)
duplication\chi2cdf.m (767, 2009-11-03)
duplication\iscompatible.m (4858, 2009-10-27)
duplication\kurtosis.m (643, 2009-10-27)
duplication\normcdf.m (988, 2009-10-27)
duplication\norminv.m (1067, 2009-10-27)
duplication\normpdf.m (1097, 2009-10-27)
duplication\skewness.m (576, 2009-10-27)
GUI\ARMAX.m (45715, 2009-10-27)
GUI\ARMAX_about.m (7292, 2009-10-27)
GUI\ARMAX_close_dialog.m (7503, 2009-10-27)
GUI\ARMAX_viewer.m (27587, 2009-10-27)
GUI\OxLogo.mat (12247, 2006-08-19)
multivariate\ccc_mvgarch.m (8331, 2011-03-14)
multivariate\ccc_mvgarch_joint_likelihood.m (2927, 2009-10-28)
... ...

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