马尔科夫区制转移的GARCH模型，能够更好地刻画金融序列区制转移的问题
资源文件列表
markov garch/covariancematrix.m , 9825
markov garch/ergebnismatrixegarchegarch.mat , 245
markov garch/likelihoodegarchegarch.m , 8785
markov garch/likelihoodegarchegarchqml.m , 8798
markov garch/likelihoodegarchgarch.m , 8804
markov garch/likelihoodegarchgarchqml.m , 8808
markov garch/likelihoodfrei.m , 8725
markov garch/likelihoodfrei.m.txt , 8786
markov garch/likelihoodfreiqml.m , 8730
markov garch/likelihoodgarchgarch.m , 8735
markov garch/likelihoodgarchgarchqml.m , 8740
markov garch/main.m , 1103
markov garch/Markov-switching EGARCH (Matlab).pdf , 2367015
markov garch/maximierung_likelihood.m , 4158
markov garch/startvalues.m , 12877