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garch

于 2020-07-01 发布
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下载积分: 1 下载次数: 9

代码说明:

说明:  Matlab有关于garch的源代码,内含几个M文件,包括估计、滤波、预报等。(It is the source code of garch by Matlab, which contains several M files, including estimation, filtering, prediction, etc.)

文件列表:

garch, 0 , 2019-04-23
garch\estimate.m, 43592 , 2013-05-10
garch\filter.m, 14338 , 2013-10-10
garch\forecast.m, 13659 , 2013-10-10
garch\garch.m, 28720 , 2013-08-09
garch\infer.m, 11925 , 2013-10-10
garch\simulate.m, 8981 , 2013-10-10

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