tarch-based-volatility-model:基于 T-GARCH 的非对称金融过程波动率模型。 这个 repo 包含我正在为我的硕士论文开发的研究代码 （141个子文件） 
ChangeLog 6KB IBM-historical-prices-1990-01-2014-01.csv 305KB cac40-1990-1999-full.csv 121KB cac40-1990-1999-date-close.csv 44KB CAC40-1990-01-2014-09.csv 17KB DESCRIPTION 937B .DS_Store 6KB .DS_Store 6KB .DS_Store 6KB dist.f 5KB llhGarch.f 4KB math.f 2KB .gitignore 138B
sp500dge.csv.gz 56KB dem2gbp.csv.gz 12KB
COPYRIGHT.html 8KB LICENSE 1KB Makefile 271B Makevars 112B README.md 3KB README.md 1KB MD5 6KB NAMESPACE 3KB dist.o 18KB llhGarch.o 11KB math.o 5KB loglik-aparch.R 17KB methods-plot.R 15KB garch-FitInternal.R 14KB garch-Initialization.R 11KB methods-predict.R 11KB runit.garchSolver.R 10KB garch-Spec.R 8KB garch-FitFromSpec.R 8KB loglik.R 7KB dist-sstd.R 7KB dist-snorm.R 6KB dist-sged.R 6KB runit.plot-methods.R 6KB garch-FitFromFormula.R 6KB garch-Distribution.R 6KB runit.formula-methods.R 6KB runit.garchFit.faked.R 6KB methods-show.R 6KB runit.garchFit.dist.R 6KB garch-Solver.R 6KB garch-Hessian.R 6KB garch-Sim.R 5KB runit.garchSim.R 5KB garch-Stats.R 5KB mgarch-FitFromFormula.R 5KB runit.sstd.R 4KB runit.garchFit.algorithm.R 4KB dist-sstdFit.R 4KB runit.sged.R 4KB garch-SolverControl.R 4KB methods-summary.R 4KB dist-sgedFit.R 4KB runit.garchFit.aparch.R 4KB dist-snormFit.R 4KB dist-gedFit.R 4KB dist-stdFit.R 4KB dist-sstdSlider.R 4KB runit.garchSpec.R 4KB runit.garchFit.garch.R 4KB dist-sgedSlider.R 4KB dist-ged.R 4KB runit.snorm.R 4KB dist-snormSlider.R 4KB garch-Gradient.R 3KB dist-gedSlider.R 3KB dist-stdSlider.R 3KB dist-absMoments.R 3KB runit.garchFit.R 3KB cac40-tgarch-from-zakoian-1993.R 3KB dist-std.R 3KB ibm-pearson.R 3KB runit.garch-methods.R 3KB innovations_distribution_assumptions.R 3KB methods-volatility.R 3KB methods-update.R 3KB methods-coef.R 3KB dist-pearsonIV.R 2KB runTests.R 2KB runit.predict-methods.R 2KB methods-residuals.R 2KB runit.garchFit.init.R 2KB methods-fitted.R 2KB methods-formula.R 2KB fGarchEnv.R 2KB class-fGARCH.R 2KB class-fGARCHSPEC.R 2KB testing_for_heteroskedasticity.R 2KB runit.garchHessian.R 2KB garch-GlobalVars.R 1KB zzz.R 1KB fGarch-package.R 1KB newscurve_tgarch_cac40.R 1KB garch_simulation.R 1KB loglik-egarch.R 967B共 141 条
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