登录
首页 » matlab » copula和多元GARCH的资料

copula和多元GARCH的资料

于 2021-04-25 发布 文件大小:520KB
0 391
下载积分: 1 下载次数: 16

代码说明:

  copula和多元GARCH的资料,包含多个变形的GARCH模型的变形程序(Data of Copula and multiple GARCH)

文件列表:

copula和多元GARCH的资料\copula3函数介绍.docx, 30055 , 2012-08-12
copula和多元GARCH的资料\Copula理论及MATLAB应用实例.doc, 46592 , 2012-08-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\code.docx, 75950 , 2012-08-11
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\ARMAeq.m, 324 , 2010-09-30
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CalcStErrors.m, 3745 , 2010-10-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaGARCHLogL.m, 902 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaLogL.m, 5980 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaToolboxTutorial.m, 7608 , 2010-11-03
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CopulaVineLogL.m, 6320 , 2010-10-09
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\CreateFminconConstraints.m, 6138 , 2010-10-31
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\crIPmat.m, 1019 , 2010-09-25
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\DCCeq.m, 1134 , 2010-10-01
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\DisplayResults.m, 867 , 2010-10-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\Dynamic copula toolbox.pdf, 226645 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\empiricalCDF.m, 994 , 2008-04-11
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\fitModel.m, 12911 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\FromCons2Unc.m, 1921 , 2010-10-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\FromUnc2Cons.m, 1345 , 2010-10-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\GARCHLogL.m, 2680 , 2010-10-27
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\hessian_2sided.m, 2033 , 2009-10-27
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\hfunction.m, 2004 , 2010-10-04
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\HowToUseTheToolbox.m, 2892 , 2010-11-10
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\icrIPmat.m, 1078 , 2009-09-02
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\InputStartingValues.m, 812 , 2010-10-04
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\ivecl.m, 1650 , 2009-02-03
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\modelspec.m, 7079 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\MyFuncScores.m, 949 , 2010-09-11
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\Pattoneq.m, 1035 , 2010-09-27
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\read me first.txt, 2570 , 2010-11-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\RescaleParameters.m, 19299 , 2010-10-30
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\SeqFitCopVine.m, 6434 , 2010-10-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\skewtdis_cdf.m, 1558 , 2010-09-07
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\skewtLL.m, 609 , 2010-09-09
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\VarEq.m, 1465 , 2010-09-24
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\Copula-Toolbox\vecl.m, 620 , 2009-03-09
copula和多元GARCH的资料\Dynamic_Copula_Toolbox_3.0\license.txt, 1341 , 2010-11-14
copula和多元GARCH的资料\Example code for some copula functions.docx, 15428 , 2012-08-08
copula和多元GARCH的资料\patton_copula_Toolbox\ang_chen1.m, 1593 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\BB7UgivenV_inverse2.m, 1341 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\BB7UgivenV_t.m, 1243 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\bb7_rnd.m, 1570 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\bisect2.m, 2775 , 2000-11-15
copula和多元GARCH的资料\patton_copula_Toolbox\bivarnormcdf.m, 1972 , 2006-03-08
copula和多元GARCH的资料\patton_copula_Toolbox\bivarnormcdf2.m, 1600 , 2006-03-08
copula和多元GARCH的资料\patton_copula_Toolbox\bivarnormcdf_arg.m, 462 , 2006-03-08
copula和多元GARCH的资料\patton_copula_Toolbox\bivartcdfmc.m, 2172 , 2003-08-18
copula和多元GARCH的资料\patton_copula_Toolbox\bivartLL.m, 551 , 2001-05-07
copula和多元GARCH的资料\patton_copula_Toolbox\bivartpdf.m, 1065 , 2001-08-26
copula和多元GARCH的资料\patton_copula_Toolbox\bivnormpdf.m, 1118 , 2007-01-18
copula和多元GARCH的资料\patton_copula_Toolbox\bivnorm_tvp1_CL.m, 1757 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\claytonCL.m, 1082 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\clayton_cdf.m, 1532 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\clayton_pdf.m, 1483 , 2006-08-22
copula和多元GARCH的资料\patton_copula_Toolbox\clayton_rnd.m, 1573 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\contents.xls, 25088 , 2007-01-18
copula和多元GARCH的资料\patton_copula_Toolbox\contour_plots_code.m, 4024 , 2007-01-18
copula和多元GARCH的资料\patton_copula_Toolbox\copula_example_code.m, 6937 , 2008-05-14
copula和多元GARCH的资料\patton_copula_Toolbox\corrcoef12.m, 832 , 2002-10-12
copula和多元GARCH的资料\patton_copula_Toolbox\cov12.m, 559 , 2001-04-27
copula和多元GARCH的资料\patton_copula_Toolbox\empiricalCDF.m, 994 , 2006-02-27
copula和多元GARCH的资料\patton_copula_Toolbox\frankCL.m, 426 , 2003-03-11
copula和多元GARCH的资料\patton_copula_Toolbox\gumbelCL.m, 1095 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\GumbelUgivenV_inverse2.m, 810 , 2006-08-22
copula和多元GARCH的资料\patton_copula_Toolbox\GumbelUgivenV_t.m, 484 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\gumbel_cdf.m, 1143 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\gumbel_pdf.m, 1285 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\Gumbel_rnd.m, 1425 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\Gumbel_tvp1_CL.m, 1783 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\ibm_ccola_rets.txt, 85952 , 2006-02-27
copula和多元GARCH的资料\patton_copula_Toolbox\kappa2tau.m, 440 , 2002-05-05
copula和多元GARCH的资料\patton_copula_Toolbox\nines.m, 1403 , 2003-04-16
copula和多元GARCH的资料\patton_copula_Toolbox\NormalCopula_cdf.m, 864 , 2001-10-15
copula和多元GARCH的资料\patton_copula_Toolbox\NormalCopula_CL.m, 446 , 2006-03-09
copula和多元GARCH的资料\patton_copula_Toolbox\NormalCopula_pdf.m, 730 , 2001-07-27
copula和多元GARCH的资料\patton_copula_Toolbox\plackettCL.m, 959 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\PlackettUgivenV_inverse2.m, 1338 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\PlackettUgivenV_t.m, 437 , 2001-08-13
copula和多元GARCH的资料\patton_copula_Toolbox\plackett_cdf.m, 1324 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\plackett_pdf.m, 1175 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\plackett_rnd.m, 1530 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\quantiledep.m, 767 , 2006-03-01
copula和多元GARCH的资料\patton_copula_Toolbox\readme.txt, 1203 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\rho2theta.m, 517 , 2002-08-05
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_cdf.m, 1657 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_CL.m, 1085 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_example_code.m, 1090 , 2003-02-13
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_pdf.m, 2639 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_rnd.m, 2001 , 2007-08-02
copula和多元GARCH的资料\patton_copula_Toolbox\sym_jc_tvp_CL.m, 1998 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\tau2kappa.m, 469 , 2002-05-22
copula和多元GARCH的资料\patton_copula_Toolbox\tCopula.m, 1764 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\tcopulaCL.m, 1390 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\tCopula_cdf.m, 1898 , 2006-08-22
copula和多元GARCH的资料\patton_copula_Toolbox\tcopula_pdf.m, 1569 , 2006-06-04
copula和多元GARCH的资料\patton_copula_Toolbox\theta2rho.m, 732 , 2004-05-16
copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\BEKK.INP, 1060 , 1994-10-04
copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\BEKK.OUT, 23683 , 1994-10-04
copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\ENDO.DAT, 42502 , 1994-10-04
copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\GBEK.OUT, 25111 , 1994-10-05
copula和多元GARCH的资料\多元GARCH程序215127\MGARCH\GBEKK.INP, 1061 , 1994-10-05

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • EasyWolfeWave
    Indicator for Metatrade 4 used in Forex
    2019-06-20 23:23:09下载
    积分:1
  • EMA交叉报警
    说明:  任意均线金叉死叉报警,均线周期自己可以调整,均线类型也可以自己调整。(Any average golden fork dead fork alarm, average cycle can be adjusted by itself, average type can also be adjusted by itself.)
    2020-06-21 13:20:06下载
    积分:1
  • code
    一个利用MATLAB编写的螺纹钢期货高频交易套利策略。本策略主要使用移动平均(Moving Average)+RSI 指数策略进行交易判定。其基本思想是 MA 策略对 于明显 趋势走效果较好,而 RSI 策略适用于震荡的行情 ,对两种策略 产生的信号合成之后具有较强抵抗风险的能力 。实际验中,在对初始价格信号进行处理并 通过以往数据回测,得到最佳据回测,得到最佳参数组合之后,策略的年均收益率 达到了23.6,夏普比率为 2.05。(One using MATLAB rebar futures arbitrage high frequency trading strategies. This strategy is mainly used moving average (Moving Average)+ RSI index trading strategy determination. The basic idea is a clear trend to go for MA strategy is better, while RSI strategy for market shocks, the two signals generated after synthesis strategy has a strong ability to resist risks. Practical experience, in the pair. Practical experience, in the pair. Actual experiment, in the initial price signals to be processed and the data back through the previous test, get the best according to backtesting, get the best combination of parameters, the strategy to achieve an average annual rate of return of 23.6 2, the Sharpe ratio of 2.05.)
    2013-10-09 14:14:53下载
    积分:1
  • snake
    mt4指标,snake外汇交易系统,可以看行情趋势(mt4 indicators, snake forex trading system, you can see market trends)
    2013-09-26 01:36:26下载
    积分:1
  • FinDataVS2005
    大智慧数据读取程序源码,可供证券分析人士对数据进行盘后二次加工与分析。有详细的文档和例子说明。(Data reader source of great wisdom, for securities analysts late secondary processing of data and analysis. Detailed documentation and examples.)
    2011-09-16 01:44:51下载
    积分:1
  • Ceco_MT4_EA
    趋势EA, 每日算好精准的入场点,自带止盈止损,带跟踪止损功能,带资金管理功能。 下单数量根据资金数量来决定。 这款EA不是一款短期暴力的EA,但是长期来做盈利能力足以让剥头皮或者加仓类的EA汗颜。 Ceco.ex4 放置在 MT4软件 experts目录 Ceco.dll 放置在 MT4软件 experts目录下的libraries目录(CECO is MQL4 EA auto trading system)
    2020-07-01 06:40:02下载
    积分:1
  • 8583
    银行使用的8583算法,使用者可以直接使用(8583 algorithms used by banks)
    2013-07-08 17:38:13下载
    积分:1
  • 疯狂刷单
    疯狂刷单,一秒一单,自动设止盈,不适合小资金,默认0.01手。(Crazy billing, one second a single, automatic stop earnings, not suitable for small funds, default 0.01 hands.)
    2020-06-17 00:00:01下载
    积分:1
  • MACD
    计算股票MACD技术指标的相关函数并作图。。。。(Stock Technical indicators MACD computing correlation functions and plotted. . . .)
    2021-04-07 23:19:01下载
    积分:1
  • A_PRIMARY_214628392009
    这是一家银行系统展示程序,如存钱,取钱,查看详细的客户信息,或查看利息等功能。( THIS IS A PRIMARY BANK SYSTEM SHOWING GENERAL PROCESSES LIKE DEPOSITNG MONEY,WITHDRAWING MONEY,VIEWING DETAILS OF THE CUSTOMER WITH OR WITHOUT INTEREST.)
    2009-04-03 08:49:40下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载