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MFEToolbox

于 2014-12-09 发布 文件大小:500KB
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下载积分: 1 下载次数: 32

代码说明:

  matlab工具箱,可以用来处理各类garch模型,尤其是包含CCCGARCH等多元garch模型(it s a matlab toolbox that can be used to deal with all kinds of garch model, especially multivariate garch model like CCC-GARCH model)

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