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波动率

于 2021-01-06 发布

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下载积分: 1 下载次数: 3

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说明：计算波动率基于garch模型，里面包含了四个数据集，大家可以试一试(Calculate volatility based on GARCH)

文件列表：

波动率\360股价.xlsx, 14897 , 2019-12-24
波动率\a.mat, 1000 , 2019-12-24
波动率\b.mat, 1325 , 2019-12-24
波动率\c.mat, 708 , 2019-12-24
波动率\d.mat, 386 , 2019-12-24
波动率\garch_var.m, 624 , 2019-12-27
波动率, 0 , 2019-12-24

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波动率

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