%?UCSD_GARCH?Toolbox.
%?Version?2.0???????01-Jan-2002
%
%?Help?and?Documentation
%???ucsd_garch_demo??????????-?A?demo?of?the?garch?toolbox
%
%?Main?Univariate?Mean?Functions
%???armaxfilter??????????????-?Univariate?ARMAX?estimation
%???mafilter?????????????????-?Univariate?MA?estimation
%???garchinmean??????????????-?Univariate?Garch-In-Mean?estimation
%
%?Main?Univariate?GARCH?Functions
%???garchpq_eviews??????????-?Univariare?GARCH?estimation?without?lower?bound?constraints;?uses?a?penalty?funcion（similar?to?eviews）
%???skewt_garch?????????????-?Univariat?GARCH?estimation?with?skew-t?residuals（Hansen）
%???tarch???????????????????-?Univariate?TARCH?and?GJR?estimation
%???garchpq?????????????????-?Univariate?garch?estimation?with?analytic?derivatives
%???fattailed_garch?????????-?Univariate?GARCH?estimation?with?normal?Students?T?and?Generalized?Error?Distribution
%???multi_garch?????????????-?Univariate?GARCH?proceeedure?to?estimate?a?variety?of?GARCH?specifications?including?AP?GARCH
%???egarch??????????????????-?Exponential?garch?estimation?with?normal?Students?T?and?Generalized?Error?Distribution
%
%?Main?Multivariate?Functions
%???cc_mvgarch??????????????-?Estimates?Bollerslev‘s?Constant?Correlation?MV?Garch
%???dcc_mvgarch?????????????-?Estimates?Engle?and?Sheppard‘s?Dynamic?Correlation?MV?Garch
%???o_mvgarch???????????????-?Estimates?Orthogonal?or?Factor?MV?Garch
%???scalar_bekk_mvgarch?????-?Estimates?Engle?and?Kroner‘s?Scalar?Bekk?MV?Garch?
%???diagonal_bekk_mvgarch???-?Estimates?Engle?and?Kroner‘s?Diagonal?Bekk?MV?Garch
%???full_bekk_mvgarch???????-?Estimates?Engle?and?Kroner‘s?Bekk?MV?Garch
%???Idcc_mvgarch????????????-?Estimates?Engle?and?Sheppards?Integrated?DCC?MV?Garch
%???scalar_bekk_T_mvgarch???-?Estimates?Scalar?Bekk?MV?Garch?with?Multivariate?T?disturbances
%???diagonal_bekk_T_mvgarch?-?Estimates?Diagonal?Bekk?MV?Garch?with?Multivariate?T?disturbances
%???full_bekk_T_mvgarch?????-?Estimates?Full?Bekk?MV?Garch?with?Multivariate?T?disturbances
%
%?Univariate?Mean?and?GARCH?Simulation
%???armaxsimulate?????????????-?Simulate?an?ARMAX?model
%???garchsimulate?????????????-?Sumilate?Univariate?GARCH?series?with?normal?innovations
%???fattailed_garchsimulate???-?Simulate?Univariate?GARCH?series?with?Normal?Students?T?or?GED?innovations
%???garcheviewssimulate???????-?Simulate?a?GARCH?process?with?（some）negative?smoothing?terms
%???garchinmeansimulate???????-?Simulate?a?garch?in?mean?model
%???egarchsimulate????????????-?Simulate?an?EGARCH?model
%???multigarchSimulate????????-?Simulate?one?of?8?different?forms?of?GARCH
%???dcc_univariate_simulate???-?likelihood?function?called?from?dcc_univariate_simulate
%
%?Multivaraite?GARCH?Simulation
%???scalar_bekk_simulate?????-?Simulate?a?scalar?BEKK
%???diagonal_bekk_simulate???-?Simulate?a?diagonal?BEKK
%???full_bekk_simulate???????-?Simulate?a?full?BEKK?model
%???cc_mvgarch_simulate??????-?Simulates?Bollerslev‘s?Constant?Correlation?MV?Garc

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2005-03-22?09:18??BootStrap\
?????文件????????1775??2007-04-26?13:35??BootStrap\block_bootstrap.m
?????文件????????4395??2007-04-26?17:47??BootStrap\bsds.m
?????文件????????4521??2007-04-26?17:45??BootStrap\bsds_studentized.m
?????文件????????1253??2005-02-10?16:45??BootStrap\cont_bootstrap.m
?????文件????????1954??2007-04-26?13:11??BootStrap\stationary_bootstrap.m
?????目錄???????????0??2005-03-22?09:18??Distributions\
?????文件????????1162??2005-02-10?16:45??Distributions\exppowcdf.m
?????文件?????????909??2005-02-10?16:45??Distributions\exppowpdf.m
?????文件????????1210??2005-02-10?16:45??Distributions\exppowrnd.m
?????文件????????1391??2005-02-10?16:45??Distributions\gedcdf.m
?????文件?????????975??2005-02-10?16:45??Distributions\gedinv.m
?????文件?????????819??2005-02-10?16:45??Distributions\gedpdf.m
?????文件????????1678??2005-02-10?16:45??Distributions\gedrnd.m
?????文件????????1439??2005-02-10?16:45??Distributions\skewtdis_cdf.m
?????文件????????1569??2005-02-10?16:45??Distributions\skewtdis_inv.m
?????文件????????1015??2005-02-10?16:45??Distributions\skewtdis_pdf.m
?????文件????????1116??2005-02-10?16:45??Distributions\skewtdis_rnd.m
?????文件?????????897??2005-02-10?16:45??Distributions\stdtdis_cdf.m
?????文件?????????935??2005-02-10?16:45??Distributions\stdtdis_pdf.m
?????文件????????1024??2005-02-10?16:45??Distributions\stdtdis_rnd.m
?????目錄???????????0??2005-03-22?09:18??Kernel?Estimation\
?????文件?????????563??2005-02-10?16:45??Kernel?Estimation\cosinus.m
?????文件?????????569??2005-02-10?16:45??Kernel?Estimation\epanechnikov.m
?????文件????????2232??2005-02-10?16:45??Kernel?Estimation\kern_dens_contour.m
?????文件????????1383??2005-02-10?16:45??Kernel?Estimation\kern_dens_plot.m
?????文件????????2225??2005-02-10?16:45??Kernel?Estimation\kern_dens_plot2.m
?????文件?????????600??2005-02-10?16:45??Kernel?Estimation\normal.m
?????文件?????????568??2005-02-10?16:45??Kernel?Estimation\quartic.m
?????文件?????????561??2005-02-10?16:45??Kernel?Estimation\triangular.m
?????文件?????????569??2005-02-10?16:45??Kernel?Estimation\triweight.m
............此處省略155個文件信息