代码源于Simone Manganelli的论文《CAViaR Conditional Autoregressive Value at Risk by Regression Quantiles》
资源文件列表
VarianceCovariance.m , 6040
ADAPTIVEloop.dll , 6656
ASloop.c , 2948
ASloop.dll , 6656
CAViaR.m , 4921
CAViaROptimisation.m , 11168
DQtest.m , 4144
GARCHloop.c , 2889
GARCHloop.dll , 7168
NewsImpactCurve.m , 1914
ReadMe.txt , 637
RQobjectiveFunction.m , 4030
SAVloop.c , 2950
SAVloop.dll , 6656
ADAPTIVEloop.c , 3004