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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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yuanma
说明：计算线性规划问题，以及简单的优化问题解决方案，matlab主要用于数学计算方面，是很简单的数学软件(Calculation of linear programming problems, and simple solutions for optimization problems, matlab mainly for mathematical calculations, is a very simple mathematical software)

2009-04-12 16:06:10下载

积分：1
part2
书籍中matlab第二部分代码，供初学者学习参考(the above is the second part of matlab code in that book, for beginners to learn.)

2009-05-13 16:48:01下载

积分：1
Desktop
rfid室内定位相关。可以对误差分布进行仿真研究。生成分布图(rfid)

2010-12-27 16:54:47下载

积分：1
ImageTVdenoise
利用总体变分法实现图像去噪，内有详细说明和事例(Variational method used to achieve the overall image denoising, with detailed descriptions and examples)

2011-04-23 14:42:20下载

积分：1
dig-dig-processs
This is about Digital signal processing.

2014-01-28 06:05:15下载

积分：1
zr
说明：用FFT计算信号x=cos3pit+2sin12pi*t 的频谱(Calculated using FFT signal x = cos3pit+2 sin12pi* t of the spectrum)

2010-06-23 21:00:30下载

积分：1
rayleigh_channel
对瑞利衰落信道的仿真基于Clarke模型，产生一个瑞利随机过程(A Rayleigh fading simulator based on Clarke s Model Creates a Rayleigh random process with PSD determined by the vehicle s speed.)

2011-06-16 10:14:16下载

积分：1
kajan_hypiusova
This paper deals with software LABREG for identification and control of real processes. The LABREG operates in MATLAB environment using toolboxes SIMULINK, Ident, Control and Real Time.

2013-01-28 00:18:43下载

积分：1
dds
matlab下实现的DDS发生器，可观察其发生信号的波形，频谱。运行前请先输入 global theta theta=0 (matlab implementation of the DDS generator, may happen to observe the signal waveform, spectrum. Please enter a pre-operational global theta theta = 0 )

2009-03-05 09:53:11下载

积分：1
Matlab_MPEG_1_2_4
Mtalba Code for MPEG 1 2 3 4

2010-01-04 20:48:59下载

积分：1

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GarchTest

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