▍1. GARCH in mean VAR
一篇论文的GARCH in mean VAR(GARCH in mean VAR of a published paper)
一篇论文的GARCH in mean VAR(GARCH in mean VAR of a published paper)
说明: 一篇论文的GARCH in mean VAR(GARCH in mean VAR of a published paper)
计量模型,garch,var,用于建立各类模型,评估,roc等等(Econometric models, garch, var, used to build various models, evaluations, roc, etc.)
说明: 计量模型,garch,var,用于建立各类模型,评估,roc等等(Econometric models, garch, var, used to build various models, evaluations, roc, etc.)
《R数据科学》源代码,同步R数据科学实例(A Guide to R Language Coding Styles from Google)
说明: 《R数据科学》源代码,同步R数据科学实例(A Guide to R Language Coding Styles from Google)
说明: m-k趋势检验,做时序趋势变化的方法的源代码(M-k trend test, the source code of the method of temporal trend change)
说明: 对卡方检验进行拟合,计算理论分布,计算理论概率,作出检验(Fit chi square test, calculate theoretical distribution, calculate theoretical probability and make test)
说明: 进行了常微分方程的建立,并模拟出经典的SIR模型曲线(The ordinary differential equation is established and the classical SIR model curve is simulated)
说明: 作为Mcmc算法的R语言程序例子,可以根据此例子进行MCMC算法的学习(This is an example of R language for conducting MCMC)
说明: garch copula 带论文和code例句(garch copula with paper and code)
说明: 金融时间序列第九章的代码加数据,用的r语言(Analysis of Financial Time Series 3th)
说明: 对中国气象网的气象地面日值数据进行合并标准化处理,可以提取指定站点的气象信息,实测好用(By combining and standardizing the meteorological daily data of China Meteorological Network, the meteorological information of designated stations can be extracted, which is easy to use)
说明: 利用R语言,根据GARCH模型进行波动率的预测。(GARCH model is used to forecast volatility.)
说明: R语言对数据进行Garch-M-Copula建模并利用EM算法估计相应的参数(Garch-m-copula is used to model the data in R language and EM algorithm is used to estimate the corresponding parameters)
说明: ARIMA的R语言实现。这是一份关于使用R统计软件进行时间序列分析的入门文档(This is a start-up document about time series analysis using R statistics software.)
说明: 用于时序数据的CCC-GARCH、DCC-GARCH、STCC-GARCH分析(CCC-GARCH, DCC-GARCH, STCC-GARCH analysis for time series data)
说明: 长度偏差数据偏似然函数,利用偏似然函数求解系数(length-biased data partially likelihood function)
说明: 金融时间序列分析上证指数的GARCH模型R语言代码,可用于研究股票的波动性和预测。(The GARCH model R language code of the Shanghai Stock Exchange Index for financial time series analysis can be used to study the volatility and prediction of stocks.)
本书精心策划了三个虚拟项目,将数据科学家必需的专业技能融合其中,教会读者如何将数据存储到计算机内存中,如何在必要的时候转换内存中的数据值,如何用R编写自己的程序并将其用于数据分析和模拟运行。读者将跟随世界一流的RStudio培训师掌握宝贵的编程技能,并借助这些技能成为优秀的数据科学家。(Introduction to R Language)