garch族（garch,garchs,garchsk,gjr）模型的参数模拟，以及风险值 VaR 在不同水平下的估算。
资源文件列表
ARMAX_GARCH_K_SK_Toolbox/agarchcore.m , 2074
ARMAX_GARCH_K_SK_Toolbox/apgarchcore.m , 2206
ARMAX_GARCH_K_SK_Toolbox/data.mat , 78416
ARMAX_GARCH_K_SK_Toolbox/egarchcore.m , 2085
ARMAX_GARCH_K_SK_Toolbox/garch.m , 21277
ARMAX_GARCH_K_SK_Toolbox/garchcore.m , 2260
ARMAX_GARCH_K_SK_Toolbox/garchfind.m , 4489
ARMAX_GARCH_K_SK_Toolbox/garchfor.m , 5376
ARMAX_GARCH_K_SK_Toolbox/garchfor2.m , 5565
ARMAX_GARCH_K_SK_Toolbox/garchk.m , 13594
ARMAX_GARCH_K_SK_Toolbox/garchkcore.m , 4129
ARMAX_GARCH_K_SK_Toolbox/garchkfor.m , 5086
ARMAX_GARCH_K_SK_Toolbox/garchkfor2.m , 5317
ARMAX_GARCH_K_SK_Toolbox/garchklik.m , 2113
ARMAX_GARCH_K_SK_Toolbox/garchkplot.m , 1191
ARMAX_GARCH_K_SK_Toolbox/garchksim.m , 5510
ARMAX_GARCH_K_SK_Toolbox/garchkvar.m , 2227
ARMAX_GARCH_K_SK_Toolbox/garchkvar2.m , 2126
ARMAX_GARCH_K_SK_Toolbox/garchlik.m , 7686
ARMAX_GARCH_K_SK_Toolbox/garchplot.m , 1053
ARMAX_GARCH_K_SK_Toolbox/garchsim.m , 7371
ARMAX_GARCH_K_SK_Toolbox/garchsk.m , 8165
ARMAX_GARCH_K_SK_Toolbox/garchskcore.m , 2095
ARMAX_GARCH_K_SK_Toolbox/garchskfor.m , 2270
ARMAX_GARCH_K_SK_Toolbox/garchskfor2.m , 2335
ARMAX_GARCH_K_SK_Toolbox/garchsklik.m , 2743
ARMAX_GARCH_K_SK_Toolbox/garchskvar.m , 2240
ARMAX_GARCH_K_SK_Toolbox/garchskvar2.m , 2167
ARMAX_GARCH_K_SK_Toolbox/garchvar.m , 3114
ARMAX_GARCH_K_SK_Toolbox/garchvar2.m , 3141
ARMAX_GARCH_K_SK_Toolbox/garchvolfor.m , 13896
ARMAX_GARCH_K_SK_Toolbox/gjrcore.m , 2134
ARMAX_GARCH_K_SK_Toolbox/license.txt , 1321
ARMAX_GARCH_K_SK_Toolbox/nagarchcore.m , 2111
ARMAX_GARCH_K_SK_Toolbox/narchcore.m , 2076
ARMAX_GARCH_K_SK_Toolbox/ngarchcore.m , 2159
ARMAX_GARCH_K_SK_Toolbox/readme.m , 590
ARMAX_GARCH_K_SK_Toolbox/readme/readme.html , 3395
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch.html , 10510
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications.html , 51260
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications.png , 3831
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications_01.png , 12128
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications_02.png , 6953
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications_03.png , 10201
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications_04.png , 6494
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications_05.png , 15098
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications_06.png , 20104
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications_eq18035.png , 5575
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications_eq56823.png , 3513
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications_eq66763.png , 9703
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_applications_eq97096.png , 6122
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq04222.png , 3822
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq08641.png , 10031
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq10360.png , 8475
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq19870.png , 9433
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq36445.png , 5208
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq38481.png , 8587
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq40695.png , 9203
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq43193.png , 10209
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq45844.png , 10581
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq48814.png , 6285
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq50495.png , 5251
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq52106.png , 5076
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq54949.png , 10786
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq55697.png , 7565
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq59693.png , 14490
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq62126.png , 8560
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq64908.png , 2511
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq70792.png , 4533
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq75742.png , 11261
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq75822.png , 5455
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_eq94830.png , 13264
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k.html , 5998
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_applications.html , 17739
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_applications.png , 2909
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_applications_01.png , 11406
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_applications_02.png , 7603
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_applications_03.png , 17176
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_applications_eq18035.png , 5575
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_applications_eq54059.png , 11268
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_applications_eq56823.png , 3513
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_applications_eq97096.png , 6122
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_eq03306.png , 8070
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_eq08641.png , 10031
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_eq10360.png , 8475
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_eq27188.png , 2046
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_eq38481.png , 8587
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_eq54949.png , 10786
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_eq74390.png , 5939
ARMAX_GARCH_K_SK_Toolbox/readme/readme_armax_garch_k_eq94830.png , 13264
ARMAX_GARCH_K_SK_Toolbox/readme/readme_function_list.html , 12889
ARMAX_GARCH_K_SK_Toolbox/readme/readme_references.html , 4713
ARMAX_GARCH_K_SK_Toolbox/readme_armax_garch.m , 3789
ARMAX_GARCH_K_SK_Toolbox/readme_armax_garch_applications.m , 16617
ARMAX_GARCH_K_SK_Toolbox/readme_armax_garch_k.m , 1789
ARMAX_GARCH_K_SK_Toolbox/readme_armax_garch_k_applications.m , 5830
ARMAX_GARCH_K_SK_Toolbox/readme_function_list.m , 5460
ARMAX_GARCH_K_SK_Toolbox/readme_references.m , 1474
license.txt , 1321