Multivariate_GARCH
代码说明:
GARCH模型的一些介绍,其中包括各种绘图(Some of the GARCH models are introduced, including various drawings)
文件列表:
ccc_ivech.m
dcc_univariate_simulate.m
ccc_mvgarch.m
ccc_mvgarch_full_likelihood.m
ccc_mvgarch_parameter_check.m
ccc_mvgarch_simulate.m
ccc_vech.m
dcc_mvgarch.m
dcc_mvgarch_full_likelihood.m
dcc_mvgarch_likelihood.m
dcc_mvgarch_parameter_check.m
dcc_mvgarch_parameter_itransform.m
dcc_mvgarch_parameter_transform.m
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