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SFElikgarch

于 2011-10-22 发布 文件大小:1KB
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代码说明:

  该程序代码,可以用于计算和描绘广义自回归异方差过程的条件对数似然函数。(SFElikgarch computes and plots values of the conditional log-likelihood function of a simulated GARCH(1,1) process )

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