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GARCH-model-forecast-

于 2014-04-16 发布文件大小:119KB

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对NYSE股票日收盘价格，运用GARCH或者ARCH模型进行分析，并预测2012年5月1日到2012年5月9日的价格。将预测值与真实值对照，比较误差。(Closing stock price on the NYSE, using GARCH or ARCH models to analyze and predict the price May 1, 2012 to May 9, 2012 in. The predictive value and the true value control, more errors.)

文件列表：

ACF平方检验.fig,5245,2014-04-07
NYSE_data.txt,36899,2014-04-02
work1.m,2383,2014-04-07
原始数据.fig,13942,2014-04-07
收益率图.fig,19849,2014-04-07
残差序列及相关性.fig,29545,2014-04-07
预测与原始数据对比曲线1.fig,41382,2014-04-07

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