使用garch模型是所需要用的相关工具箱的代码
资源文件列表
Ucsd_garch/Ucsd_garch/64-bit Binaries/egarchcore.mexw64 , 9216
Ucsd_garch/Ucsd_garch/64-bit Binaries/egarchXcore.mexw64 , 8704
Ucsd_garch/Ucsd_garch/64-bit Binaries/garchcore.mexw64 , 8192
Ucsd_garch/Ucsd_garch/64-bit Binaries/garchgrad.mexw64 , 9216
Ucsd_garch/Ucsd_garch/64-bit Binaries/garchinmeancore.mexw64 , 9216
Ucsd_garch/Ucsd_garch/64-bit Binaries/ivech.mexw64 , 7680
Ucsd_garch/Ucsd_garch/64-bit Binaries/maxcore.mexw64 , 8192
Ucsd_garch/Ucsd_garch/64-bit Binaries/multigarchcore.mexw64 , 8192
Ucsd_garch/Ucsd_garch/64-bit Binaries/recserarcore.mexw64 , 8192
Ucsd_garch/Ucsd_garch/64-bit Binaries/simgarchcore.mexw64 , 9216
Ucsd_garch/Ucsd_garch/64-bit Binaries/tarchcore.mexw64 , 8704
Ucsd_garch/Ucsd_garch/64-bit Binaries/vech.mexw64 , 7680
Ucsd_garch/Ucsd_garch/BootStrap/block_bootstrap.m , 1775
Ucsd_garch/Ucsd_garch/BootStrap/bsds.m , 4395
Ucsd_garch/Ucsd_garch/BootStrap/bsds_studentized.m , 4521
Ucsd_garch/Ucsd_garch/BootStrap/cont_bootstrap.m , 1253
Ucsd_garch/Ucsd_garch/BootStrap/stationary_bootstrap.m , 1954
Ucsd_garch/Ucsd_garch/Contents.m , 10537
Ucsd_garch/Ucsd_garch/Distributions/exppowcdf.m , 1162
Ucsd_garch/Ucsd_garch/Distributions/exppowpdf.m , 909
Ucsd_garch/Ucsd_garch/Distributions/exppowrnd.m , 1210
Ucsd_garch/Ucsd_garch/Distributions/gedcdf.m , 1391
Ucsd_garch/Ucsd_garch/Distributions/gedinv.m , 975
Ucsd_garch/Ucsd_garch/Distributions/gedpdf.m , 819
Ucsd_garch/Ucsd_garch/Distributions/gedrnd.m , 1678
Ucsd_garch/Ucsd_garch/Distributions/skewtdis_cdf.m , 1439
Ucsd_garch/Ucsd_garch/Distributions/skewtdis_inv.m , 1569
Ucsd_garch/Ucsd_garch/Distributions/skewtdis_pdf.m , 1015
Ucsd_garch/Ucsd_garch/Distributions/skewtdis_rnd.m , 1116
Ucsd_garch/Ucsd_garch/Distributions/stdtdis_cdf.m , 897
Ucsd_garch/Ucsd_garch/Distributions/stdtdis_pdf.m , 935
Ucsd_garch/Ucsd_garch/Distributions/stdtdis_rnd.m , 1024
Ucsd_garch/Ucsd_garch/fx.mat , 80712
Ucsd_garch/Ucsd_garch/Garch/armaxfilter.m , 5640
Ucsd_garch/Ucsd_garch/Garch/armaxfilter_likelihood.m , 1653
Ucsd_garch/Ucsd_garch/Garch/armaxsimulate.m , 1851
Ucsd_garch/Ucsd_garch/Garch/egarch.m , 7200
Ucsd_garch/Ucsd_garch/Garch/egarchcore.m , 768
Ucsd_garch/Ucsd_garch/Garch/egarchEstLikelihood.m , 3935
Ucsd_garch/Ucsd_garch/Garch/egarchlikelihood.m , 3732
Ucsd_garch/Ucsd_garch/Garch/egarchsimulate.m , 2937
Ucsd_garch/Ucsd_garch/Garch/egarchX.m , 7437
Ucsd_garch/Ucsd_garch/Garch/egarchXcore.m , 807
Ucsd_garch/Ucsd_garch/Garch/egarchXEstLikelihood.m , 4164
Ucsd_garch/Ucsd_garch/Garch/egarchXLikelihood.m , 3872
Ucsd_garch/Ucsd_garch/Garch/fattailed_garch.m , 7582
Ucsd_garch/Ucsd_garch/Garch/fattailed_garchlikelihood.m , 3076
Ucsd_garch/Ucsd_garch/Garch/fattailed_garchsimulate.m , 2677
Ucsd_garch/Ucsd_garch/Garch/garchcore.m , 629
Ucsd_garch/Ucsd_garch/Garch/garcheviewscon.m , 611
Ucsd_garch/Ucsd_garch/Garch/garcheviewslikelihood.m , 1712
Ucsd_garch/Ucsd_garch/Garch/garcheviewssimulate.m , 1902
Ucsd_garch/Ucsd_garch/Garch/garchgrad.m , 839
Ucsd_garch/Ucsd_garch/Garch/garchinmean.m , 6159
Ucsd_garch/Ucsd_garch/Garch/garchinmeancore.m , 929
Ucsd_garch/Ucsd_garch/Garch/garchinmeanlikelihood.m , 2171
Ucsd_garch/Ucsd_garch/Garch/garchinmeansimulate.m , 2378
Ucsd_garch/Ucsd_garch/Garch/garchlikelihood.m , 2269
Ucsd_garch/Ucsd_garch/Garch/garchpq.m , 5365
Ucsd_garch/Ucsd_garch/Garch/garchpq_eviews.m , 4779
Ucsd_garch/Ucsd_garch/Garch/garchsimulate.m , 1902
Ucsd_garch/Ucsd_garch/Garch/lagmatrix.m , 803
Ucsd_garch/Ucsd_garch/Garch/mafilter.m , 4182
Ucsd_garch/Ucsd_garch/Garch/maxcore.m , 665
Ucsd_garch/Ucsd_garch/Garch/maxfilter_likelihood.m , 1515
Ucsd_garch/Ucsd_garch/Garch/multigarch.m , 8967
Ucsd_garch/Ucsd_garch/Garch/multigarchcore.m , 809
Ucsd_garch/Ucsd_garch/Garch/multigarchSimulate.m , 3902
Ucsd_garch/Ucsd_garch/Garch/multigarch_likelihood.m , 3485
Ucsd_garch/Ucsd_garch/Garch/multi_garch_constraints.m , 3334
Ucsd_garch/Ucsd_garch/Garch/multi_garch_paramsetup.m , 1899
Ucsd_garch/Ucsd_garch/Garch/newlagmatrix.m , 850
Ucsd_garch/Ucsd_garch/Garch/skewtdis_LL.m , 1223
Ucsd_garch/Ucsd_garch/Garch/skewt_garch.m , 6518
Ucsd_garch/Ucsd_garch/Garch/skewt_garchlikelihood.m , 1701
Ucsd_garch/Ucsd_garch/Garch/tarch.m , 6764
Ucsd_garch/Ucsd_garch/Garch/tarchcore2.m , 879
Ucsd_garch/Ucsd_garch/Garch/tarchlikelihood.m , 1650
Ucsd_garch/Ucsd_garch/hessian_2sided.m , 1822
Ucsd_garch/Ucsd_garch/Kernel Estimation/cosinus.m , 563
Ucsd_garch/Ucsd_garch/Kernel Estimation/epanechnikov.m , 569
Ucsd_garch/Ucsd_garch/Kernel Estimation/kern_dens_contour.m , 2232
Ucsd_garch/Ucsd_garch/Kernel Estimation/kern_dens_plot.m , 1383
Ucsd_garch/Ucsd_garch/Kernel Estimation/kern_dens_plot2.m , 2225
Ucsd_garch/Ucsd_garch/Kernel Estimation/normal.m , 600
Ucsd_garch/Ucsd_garch/Kernel Estimation/quartic.m , 568
Ucsd_garch/Ucsd_garch/Kernel Estimation/triangular.m , 561
Ucsd_garch/Ucsd_garch/Kernel Estimation/triweight.m , 569
Ucsd_garch/Ucsd_garch/Kernel Estimation/uniform.m , 548
Ucsd_garch/Ucsd_garch/license.txt , 2176
Ucsd_garch/Ucsd_garch/MEX Source/egarchcore.c , 2079
Ucsd_garch/Ucsd_garch/MEX Source/egarchXcore.c , 2135
Ucsd_garch/Ucsd_garch/MEX Source/garchcore.c , 1841
Ucsd_garch/Ucsd_garch/MEX Source/garchgrad.c , 2490
Ucsd_garch/Ucsd_garch/MEX Source/garchinmeancore.c , 2734
Ucsd_garch/Ucsd_garch/MEX Source/ivech.c , 1511
Ucsd_garch/Ucsd_garch/MEX Source/maxcore.c , 1768
Ucsd_garch/Ucsd_garch/MEX Source/multigarchcore.c , 1965
Ucsd_garch/Ucsd_garch/MEX Source/recserarcore.c , 1796
Ucsd_garch/Ucsd_garch/MEX Source/simgarchcore.c , 2524
Ucsd_garch/Ucsd_garch/MEX Source/tarchcore.c , 2065
Ucsd_garch/Ucsd_garch/MEX Source/vech.c , 1576
Ucsd_garch/Ucsd_garch/MV Garch/Bekk/diagonal_bekk_mvgarch.m , 4614
Ucsd_garch/Ucsd_garch/MV Garch/Bekk/diagonal_bekk_mvgarch_likelihood.m , 2314
Ucsd_garch/Ucsd_garch/MV Garch/Bekk/diagonal_bekk_simulate.m , 1774
Ucsd_garch/Ucsd_garch/MV Garch/Bekk/full_bekk_mvgarch.m , 4801
Ucsd_garch/Ucsd_garch/MV Garch/Bekk/full_bekk_mvgarch_likelihood.m , 2403
Ucsd_garch/Ucsd_garch/MV Garch/Bekk/full_bekk_simulate.m , 1872
Ucsd_garch/Ucsd_garch/MV Garch/Bekk/scalar_bekk_mvgarch.m , 4195
Ucsd_garch/Ucsd_garch/MV Garch/Bekk/scalar_bekk_mvgarch_likelihood.m , 2099
Ucsd_garch/Ucsd_garch/MV Garch/Bekk/scalar_bekk_simulate.m , 1597
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/cc_ivech.m , 738
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/cc_mvgarch.m , 8733
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/cc_mvgarch_full_likelihood.m , 2575
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/cc_mvgarch_simulate.m , 2979
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/dcc_hessian.m , 1544
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/dcc_mvgarch.m , 7859
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/dcc_mvgarch_full_likelihood.m , 2687
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/dcc_mvgarch_likelihood.m , 2111
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/dcc_mvgarch_test.m , 1642
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/dcc_simulate.m , 3646
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/dcc_univariate_simulate.m , 1473
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/Idcc_mvgarch.m , 7479
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/Idcc_mvgarch_full_likelihood.m , 2616
Ucsd_garch/Ucsd_garch/MV Garch/Correlation MVGarch/Idcc_mvgarch_likelihood.m , 2054
Ucsd_garch/Ucsd_garch/MV Garch/ivech.m , 1018
Ucsd_garch/Ucsd_garch/MV Garch/o_mvgarch.m , 4436
Ucsd_garch/Ucsd_garch/MV Garch/pca.m , 1718
Ucsd_garch/Ucsd_garch/MV Garch/T Bekk/diagonal_bekk_T_est_likelihood.m , 2561
Ucsd_garch/Ucsd_garch/MV Garch/T Bekk/diagonal_bekk_T_likelihood.m , 2555
Ucsd_garch/Ucsd_garch/MV Garch/T Bekk/diagonal_bekk_T_mvgarch.m , 4651
Ucsd_garch/Ucsd_garch/MV Garch/T Bekk/full_bekk_T_est_likelihood.m , 2653
Ucsd_garch/Ucsd_garch/MV Garch/T Bekk/full_bekk_T_likelihood.m , 2649
Ucsd_garch/Ucsd_garch/MV Garch/T Bekk/full_bekk_T_mvgarch.m , 4766
Ucsd_garch/Ucsd_garch/MV Garch/T Bekk/scalar_bekk_T_est_likelihood.m , 2502
Ucsd_garch/Ucsd_garch/MV Garch/T Bekk/scalar_bekk_T_likelihood.m , 2577
Ucsd_garch/Ucsd_garch/MV Garch/T Bekk/scalar_bekk_T_mvgarch.m , 4281
Ucsd_garch/Ucsd_garch/MV Garch/vech.m , 577
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/egarchcore.mexw32 , 6656
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/egarchXcore.mexw32 , 6656
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/garchcore.mexw32 , 6656
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/garchgrad.mexw32 , 7168
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/garchinmeancore.mexw32 , 7168
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/ivech.mexw32 , 6144
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/maxcore.mexw32 , 6656
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/multigarchcore.mexw32 , 6656
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/recserarcore.mexw32 , 6144
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/simgarchcore.mexw32 , 6656
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/tarchcore.mexw32 , 6656
Ucsd_garch/Ucsd_garch/Post 7.1 32-bit Binaries/vech.mexw32 , 6144
Ucsd_garch/Ucsd_garch/Pre 7.1 32-bit Binaries/egarchcore.dll , 6656
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