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full_bekk_mvgarch

于 2012-05-03 发布 文件大小:1KB
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代码说明:

  多元GARCH的Matlab程序,用于计算GRACH(y,p,q)(Multivariate GARCH in Matlab)

文件列表:

full_bekk_mvgarch.m,3977,2012-05-01

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