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GARCHmodelsparameterEstimation

于 2011-03-22 发布 文件大小:1KB
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代码说明:

说明:  用GARCH模型对时间序列进行预测,包括建模过程,数据处理,阶数确定以及最小二乘估计参数(GARCH models and parameter estimated by LM)

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63268062Garch
.............\Garch.m,1959,

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