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do_GARCH2

于 2012-10-30 发布 文件大小:1KB
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下载积分: 1 下载次数: 25

代码说明:

  Calculates various ARMA-GARCH models for a specified returns time series. Output: model matrix with tests on model residuals and AIC BIC criteria

文件列表:

do_GARCH2.m,1449,2012-10-25

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