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GarchTest

于 2009-11-24 发布文件大小:111KB

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下载积分: 1 下载次数: 137

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Demo of some Garch models, include ugarch, dcc-garch, ica-garch, and neural network garch, and ica-nn-garch. the last two model are proposaed by me

文件列表：

GTPackage
.........\garchtest.m
.........\mygarch
.........\.......\data
.........\.......\....\AIG.txt
.........\.......\....\IBM.txt
.........\.......\....\IMO.txt
.........\.......\....\MSF.txt
.........\.......\....\myVaR.m
.........\.......\....\network.mat
.........\.......\....\tempHt.mat
.........\.......\....\UXG.txt
.........\.......\....\WMT.txt
.........\.......\mfiles
.........\.......\......\icagarch.m
.........\.......\......\myChrisIndeTest.m
.........\.......\......\myKupiec.m
.........\.......\......\myPOFTest.m
.........\.......\......\myTUFFTest.m

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GarchTest

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