登录
首页 » Matlab » 三种常见波动率计算的matlab程序(parkinson,Garman-Klass,Rogers-Satchell)

三种常见波动率计算的matlab程序(parkinson,Garman-Klass,Rogers-Satchell)

于 2022-06-03 发布 文件大小:1.08 kB
0 33
下载积分: 2 下载次数: 1

代码说明:

三种常见波动率计算的matlab程序(parkinson,Garman-Klass,Rogers-Satchell),并给出了对漂移项是否为0的估计,parkinson函数第三项表示对漂移项是否为0的检验,余额接近1表示越符合随机游走的特征

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • ImageSynthesis
    图像合成 内容:随意选择两个图像,选择其中一张图像中的部分内容,利用 matlab 编程添加到另一张图像中;所有的代码添加了注释(the choice of two images, choose one of parts of the image, by using matlab Programming is added to another in the image All of the code to add comments )
    2013-10-19 13:34:06下载
    积分:1
  • 85-G211-532
    multiple watermarking using dct
    2011-02-25 04:04:18下载
    积分:1
  • Chapter_03_Demo_Greedy
    压缩采样中各种贪婪算法性能的matlab仿真比较,包括LS-MP,OMP,WMP,硬阈算法(Compression of various sampling greedy algorithm performance of matlab simulation comparison, including LS-MP, OMP, WMP, hard threshold algorithm )
    2012-04-19 16:10:58下载
    积分:1
  • awws
    字符识别的源码,包括图形图像的预处理,平滑,去燥,和细化,是比较全面地变成知道,适合新手学习使用(Character Recognition of the source code, including the graphics image preprocessing, smooth, to the dry, and thinning, is to become a more comprehensive know, learning to use for novice)
    2007-03-21 08:20:23下载
    积分:1
  • hotel-mama-system
    share share share share share share a project
    2014-09-02 00:18:34下载
    积分:1
  • file
    升余弦滤波器设计,产生眼图,输入调制方式为2PAM和4PAM,符号率为1Hz,等效信道滤波器为升余弦滚降成形滤波器(缺省滚降系数为0.5)(Raised cosine filter design, resulting in eye diagrams, input modulation for 2PAM and 4PAM, symbol rate of 1Hz, the equivalent channel filter for shaping raised cosine filter (default roll-off factor of 0.5))
    2015-03-15 18:41:30下载
    积分:1
  • suijiashu
    基于matlab环境,利用舍选法,逆函数法生成随机数(Based on matlab environment, using rejection method, the inverse function method for generating random numbers)
    2013-12-25 22:02:18下载
    积分:1
  • zuiyouhuasheji
    一本关于讲解MATLAB最优化设计的书籍 对于学习最优化理论的同学 很有帮助(A book about the interpretation of the MATLAB optimization design Classmate is very helpful for learning optimization theory)
    2015-10-07 00:13:35下载
    积分:1
  • FittFunc
    多种概率分布的拟合函数集合 本算法包括最大似然估计,最小二乘估计,基于EM算法的多种混合高斯分布估计,EM算法测试实例,绘制每种分布的plot函数。非常有参考价值!(Fitting a wide range of probability distribution functions including the collection of this algorithm maximum likelihood estimation, least squares estimation, based on the EM algorithm estimate a mixture Gaussian distribution, EM algorithm for the test examples, each mapping the distribution of the plot function. Have reference value is!)
    2008-07-05 21:31:21下载
    积分:1
  • shuzituxiangchuliyujiqishibie
    数字图像处理和机器识别C++和matlab识别书籍第三部分,讲解详尽,适合学习(Digital image processing and machine identification C++ and matlab identification books first part, explain the detailed, suitable for learning)
    2013-10-17 21:58:29下载
    积分:1
  • 696518资源总数
  • 104326会员总数
  • 25今日下载