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
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ucsd_garch.zip_bekk_bekk-garch模型_ccc garch_dcc-garch模型_garch bek
共169个文件
m:125个
dll:24个
c:12个
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用于GARCH,MV-GARCH,BEKK,CCC-GARCH,DCC-GARCH等GARCH类模型的估计。
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ucsd_garch.zip_bekk_bekk-garch模型_ccc garch_dcc-garch模型_garch bek (169个子文件)
garchinmeancore.c 3KB
simgarchcore.c 3KB
garchgrad.c 3KB
egarchXcore.c 2KB
tarchcore.c 2KB
egarchcore.c 2KB
multigarchcore.c 2KB
garchcore.c 2KB
recserarcore.c 2KB
maxcore.c 2KB
ivech.c 2KB
vech.c 2KB
garchgrad.dll 100KB
garchinmeancore.dll 100KB
multigarchcore.dll 100KB
garchcore.dll 100KB
garchcore.dll 100KB
maxcore.dll 100KB
multigarchcore.dll 100KB
garchinmeancore.dll 100KB
garchgrad.dll 100KB
maxcore.dll 100KB
egarchcore.dll 88KB
tarchcore.dll 56KB
recserarcore.dll 56KB
tarchcore.dll 56KB
recserarcore.dll 52KB
simgarchcore.dll 52KB
ivech.dll 52KB
vech.dll 52KB
simgarchcore.dll 52KB
vech.dll 52KB
egarchcore.dll 48KB
egarchXcore.dll 48KB
ivech.dll 48KB
egarchcore.dll 5KB
simgarchcore.dsp 4KB
simgarchcore.dsw 549B
ucsd_garch_demo.m 15KB
Contents.m 10KB
multigarch.m 9KB
cc_mvgarch.m 9KB
kolmogorov.m 8KB
dcc_mvgarch.m 8KB
fattailed_garch.m 7KB
Idcc_mvgarch.m 7KB
egarchX.m 7KB
egarch.m 7KB
tarch.m 7KB
skewt_garch.m 6KB
kscritical.m 6KB
garchinmean.m 6KB
fattailed_garch2.m 6KB
armaxfilter.m 6KB
garchpq.m 5KB
garchpq_eviews.m 5KB
full_bekk_mvgarch.m 5KB
full_bekk_T_mvgarch.m 5KB
diagonal_bekk_T_mvgarch.m 5KB
diagonal_bekk_mvgarch.m 5KB
bsds_studentized.m 4KB
o_mvgarch.m 4KB
bsds.m 4KB
scalar_bekk_T_mvgarch.m 4KB
scalar_bekk_mvgarch.m 4KB
mafilter.m 4KB
egarchXEstLikelihood.m 4KB
egarchEstLikelihood.m 4KB
multigarchSimulate.m 4KB
egarchXLikelihood.m 4KB
egarchlikelihood.m 4KB
dcc_simulate.m 4KB
multigarch_likelihood.m 3KB
multi_garch_constraints.m 3KB
fattailed_garchlikelihood2.m 3KB
fattailed_garchlikelihood.m 3KB
cc_mvgarch_simulate.m 3KB
egarchsimulate.m 3KB
dcc_mvgarch_full_likelihood.m 3KB
fattailed_garchsimulate.m 3KB
full_bekk_T_est_likelihood.m 3KB
full_bekk_T_likelihood.m 3KB
Idcc_mvgarch_full_likelihood.m 3KB
scalar_bekk_T_likelihood.m 3KB
cc_mvgarch_full_likelihood.m 3KB
diagonal_bekk_T_est_likelihood.m 3KB
diagonal_bekk_T_likelihood.m 2KB
berkowitz.m 2KB
scalar_bekk_T_est_likelihood.m 2KB
shapirowilks.m 2KB
full_bekk_mvgarch_likelihood.m 2KB
garchinmeansimulate.m 2KB
diagonal_bekk_mvgarch_likelihood.m 2KB
lilliefors.m 2KB
garchlikelihood.m 2KB
kern_dens_contour.m 2KB
kern_dens_plot2.m 2KB
garchinmeanlikelihood.m 2KB
dcc_mvgarch_likelihood.m 2KB
scalar_bekk_mvgarch_likelihood.m 2KB
共 169 条
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