Title: markov garch
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Description: The GARCH model of Markov state transition is empirically done with matlab code
ms-garch
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[More information of uploader 陈丹琳]]
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|---|---|
| markov garch\covariancematrix.m | 9825 | 2012-05-04 |
| markov garch\likelihoodegarchegarch.m | 8785 | 2012-05-05 |
| markov garch\likelihoodegarchegarchqml.m | 8798 | 2012-05-04 |
| markov garch\likelihoodegarchgarch.m | 8804 | 2012-04-30 |
| markov garch\likelihoodegarchgarchqml.m | 8808 | 2012-05-01 |
| markov garch\likelihoodfrei.m | 8725 | 2012-04-30 |
| markov garch\likelihoodfrei.m.txt | 8786 | 2012-04-19 |
| markov garch\likelihoodfreiqml.m | 8730 | 2012-05-04 |
| markov garch\likelihoodgarchgarch.m | 8735 | 2012-05-02 |
| markov garch\likelihoodgarchgarchqml.m | 8740 | 2012-05-02 |
| markov garch\main.m | 1103 | 2012-05-05 |
| markov garch\Markov-switching EGARCH (Matlab).pdf | 2451252 | 2012-04-17 |
| markov garch\maximierung_likelihood.m | 4158 | 2012-05-04 |
| markov garch\startvalues.m | 12877 | 2012-05-05 |
| markov garch | 0 | 2005-05-06 |