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MS_Regress_Sim

于 2014-09-19 发布 文件大小:2KB
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下载积分: 1 下载次数: 13

代码说明:

  通过matlab软件编辑加入马尔科夫转换机制的GARCH模型的极大似然估计(likelihood of markov regime swithing GARCH model through matlab)

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