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Multivariate_GARCH

于 2021-02-16 发布文件大小:18KB

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代码说明：

GARCH模型的一些介绍，其中包括各种绘图(Some of the GARCH models are introduced, including various drawings)

文件列表：

ccc_ivech.m
dcc_univariate_simulate.m
ccc_mvgarch.m
ccc_mvgarch_full_likelihood.m
ccc_mvgarch_parameter_check.m
ccc_mvgarch_simulate.m
ccc_vech.m
dcc_mvgarch.m
dcc_mvgarch_full_likelihood.m
dcc_mvgarch_likelihood.m
dcc_mvgarch_parameter_check.m
dcc_mvgarch_parameter_itransform.m
dcc_mvgarch_parameter_transform.m

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Multivariate_GARCH

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