ucsd_garch.zip_bekk_bekk-garch模型_ccc garch_dcc-garch模型_garch bek

All of the documentation and software included in the UCSD_Garch toolbox for Matlab is copyrighted by Kevin Sheppard. Copyright 2001 Kevin Sheppard Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. All advertising materials mentioning features or use of this software must display the following acknowledgement: This product includes software developed by the Kevin Sheppard. Neither the name of the University of California at San Diego nor Kevin Sheppard may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY KEVIN SHEPPARD ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL KEVIN SHEPPARD OR UCSD OR THE REGENTS OF THE UNIVERSITY OF CALIFORNIA BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. The views and conclusions contained in the software and documentation are those of the authors and should not be interpreted as representing official policies, either expressed or implied, of the Regents of the University of California or UCSD. Please feel free to contact the author at kevin.sheppard@economics.ox.ac.uk with comments, suggestions, or bugfixes. Enjoy, Kevin Sheppard