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univariate

于 2018-07-13 发布 文件大小:18KB
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下载积分: 1 下载次数: 6

代码说明:

  GARCH模型的matlab程序,使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)

文件列表:

tarch_likelihood.m, 3095 , 2012-03-26
tarch_parameter_check.m, 4939 , 2012-03-26
tarch_simulate.m, 5814 , 2012-03-26
tarch_starting_values.m, 5443 , 2012-03-26
tarch_transform.m, 5402 , 2012-03-26
tarch.m, 12743 , 2012-04-08
tarch_core.m, 2564 , 2012-04-05
tarch_core_simple.m, 2659 , 2012-04-16
tarch_display.m, 7650 , 2013-01-31
tarch_itransform.m, 3836 , 2012-03-26

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