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 50
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

  • ataminseymenleri
    antenna system using matlab
    2010-05-19 03:43:24下载
    积分:1
  • egcode
    code describing Bayes theorem for sensor data fusion
    2014-09-29 05:09:23下载
    积分:1
  • 1111
    卡尔曼滤波的MATLAB实现 卡尔曼滤波的原理和实现代码 (Kalman filter MATLAB and implementation of the principle of Kalman filtering code)
    2013-12-20 20:51:09下载
    积分:1
  • JSR_louvain_2
    Gathers and compares the best methods for the joint spectral radius computation
    2014-02-06 17:56:50下载
    积分:1
  • hegy
    function results = hegy(x,sig,det,alag,fid); % PURPOSE: performs the Hylleberg, Engle, Granger and Yoo(1990) % seasonal unit root test for quaterly time series, with % and without intercept, seasonal dummies, and/or trend. % Also reported are the extensions of the HEGY method by % Ghysels, Lee and Noh (1994)
    2020-06-23 23:20:01下载
    积分:1
  • parmatlab177
    A very small 250-line library (written entirely in MATLAB) that allows multiple MATLAB programs to talk to each other, so that hundreds of processors can work together.
    2005-07-26 15:58:04下载
    积分:1
  • 关于图像处理仿真软件环境下的源程序 Massart
    关于图像处理仿真软件环境下的源程序,毕设中自己用过的,希望对你有用 (On image processing simulation software environment of the source, complete set used in their hope that useful to you)
    2010-05-03 18:22:16下载
    积分:1
  • fuzzy-logic-in-matlab
    一篇文献,模糊控制及其matlab应用,文章很好,值得一读(One paper, fuzzy control and its application matlab)
    2011-04-19 09:55:31下载
    积分:1
  • EKF_nonGaussian
    新型的EKF算法,用于估计汽车用锂电池的电池SOC(New EKF algorithm for estimating automotive lithium battery SOC)
    2015-01-04 11:03:18下载
    积分:1
  • 智能天线波束形成各种算法matlab例程
    雅克比迭代求解线性方程组课设,LZ复杂度反映的是一个时间序列中,包括最后计算压缩图像的峰值信噪比和压缩效果的源码,数值分析的EULER法,相控阵天线的方向图(切比雪夫加权),三相光伏逆变并网的仿真。
    2022-02-27 06:02:01下载
    积分:1
  • 696518资源总数
  • 105417会员总数
  • 32今日下载