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univariate
GARCH模型的matlab程序,使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)
- 2018-07-13 19:20:40下载
- 积分:1
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Forexustaad-pro
pro indicator for forex trading
- 2019-04-25 02:08:04下载
- 积分:1
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RenkoLiveCharts_pimped_v4_13
说明: 这Renkolive的EA是跟单类外汇交易系统,不像其他头皮EA。这种EA会自动计算进仓,平仓,止损位。(This EA attaches to a chart (1M chart is best) and then builds a new offline chart with Renko boxes
Added a startup option (BuildChartsWhenMarketOffline) to build the offline charts when inside of the OnInit() for times when the market is closed
Changed the RenkoBoxSize variable from an INT to a DOUBLE for 5 digit currency accuracy (i.e. 5.5 == 55 pipettes))
- 2020-06-20 21:00:02下载
- 积分:1
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MATLAB
由浅入深地进行金融数量分析的讲解。首先,讲解金融数量分析的主要对象——金融市场与金融产品。接着,简要概述数量分析的基本概念,例如资产估值与定价、投资组合管理、风险测量与管理以及相应MATLAB函数使用与计算实例。然后,以银行按揭贷款、商业养老保险、股票挂钩结构产品与组合保险策略为实际分析对象,利用金融数量分析与MATLAB编程对其进行深入的数量分析,展示金融数量分析的基本步骤:理论分析、数学建模、编程计算。(Deep and financial quantitative analysis to explain. First, to explain the main target for financial quantitative analysis- financial markets and financial products. Then, a brief overview of the basic concepts of quantitative analysis, such as asset valuation and pricing, portfolio management, risk measurement and management, and the use and calculation of the corresponding MATLAB function instance. Then to the bank mortgage loans, commercial pension insurance, equity-linked structured products and portfolio insurance strategies for the actual analysis of objects, the number of the use of the financial analysis with MATLAB Programming theoretical analysis of its number of in-depth analysis, demonstrate financial quantitative analysis of the basic steps: mathematical modeling, programming calculation.)
- 2012-12-20 17:00:37下载
- 积分:1
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Lab1_10022012
R语言的入门源码.基本的介绍了R语言的最基本的功能,如何建立文件,导入文件等等(The basic code for R language)
- 2013-07-10 05:46:39下载
- 积分:1
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Copula-CoVaR R 操作说明
说明: GARCH-Copula-VaR R代码操作说明(GARCH-Copula-VaR R code)
- 2021-04-23 22:18:47下载
- 积分:1
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ctp-trader-demo
CTP期货接口 c++ 行情和定义demo(CTP futures interface c++ quotations and definition demo)
- 2018-09-30 09:11:14下载
- 积分:1
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gupiaoyingyong
用vb开发的股票应用程序,很有用,可以查看股票市场的最新行情.(with vb development of the stock application, very useful, can check the latest stock market prices.)
- 2020-07-02 23:20:01下载
- 积分:1
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stock_kline
PB划K线图,可用于股票行情软件实时K线图绘制(PB zoned K Line can be used for real-time stock quotes software mapping K Line)
- 2008-12-18 22:47:46下载
- 积分:1
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EViews code
在EVIEWS中用GARCH模型算VaR(在值风险),计算failure rate,和做LRuc检测。(Var failure rate LRuc)
- 2019-05-21 19:54:16下载
- 积分:1