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jumpgarchfun

于 2021-03-30 发布 文件大小:2KB
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下载积分: 1 下载次数: 11

代码说明:

  跳跃扩散模型结合条件异方差自回归模型的参数估计(Jump diffusion model combined with conditional heteroskedasticity self-parametric regression models estimate)

文件列表:

jumpgarch.m,2017,2011-09-15
jumpgarchfun.m,1531,2012-02-10

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