<P><FONT size=3><FONT face="Times New Roman">DDMSVAR</FONT>与<FONT face="Times New Roman">MultiGARCH</FONT>程序是由<FONT face="Times New Roman">Matteo Maria Pelagatti</FONT>所提供的<FONT face="Times New Roman">ox</FONT>语言<FONT face="Times New Roman">,<o:p></o:p></FONT></FONT></P>
<P><FONT size=2>适用于<FONT face="Times New Roman">oxedit</FONT>与<FONT face="Times New Roman">givewin</FONT>环境<FONT face="Times New Roman">...</FONT>以下为作者的原文说明：</FONT></P>
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<P align=left><FONT face=Arial,Helvetica,Geneva,Sans-serif,sans-serif size=-1>DDMSVAR</FONT><FONT face=Arial,Helvetica,Geneva,Sans-serif,sans-serif size=-1> for </FONT><FONT face=Arial,Helvetica,Geneva,Sans-serif,sans-serif size=-1>Ox</FONT><FONT face=Arial,Helvetica,Geneva,Sans-serif,sans-serif size=-1> is a package for time series modeling with duration-dependent Markov-Switching Models. </FONT></P>
<P align=left><FONT face=Verdana,Tahoma,Arial,Helvetica,Sans-serif,sans-serif></FONT><FONT face=Arial,Helvetica,Geneva,Sans-serif,sans-serif size=-1>MultiGARCH</FONT><FONT face=Arial,Helvetica,Geneva,Sans-serif,sans-serif size=-1> for </FONT><FONT face=Arial,Helvetica,Geneva,Sans-serif,sans-serif size=-1>Ox</FONT><FONT face=Arial,Helvetica,Geneva,Sans-serif,sans-serif size=-1> is a package for the estimation of Dynamic Conditional Correlation GARCH models </FONT></P>
<P align=left><FONT face=Arial,Helvetica,Geneva,Sans-serif,sans-serif size=-1>with elliptical conditional distributions as in Pelagatti (2004). Feel free to change and improve the code.</FONT></P>
<P align=left><FONT size=2>DDMSVAR</FONT></P>
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<P align=left>MultiGARCH</P>
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<P><FONT size=2>二种附件都有参考文献<FONT face="Times New Roman">...</FONT></FONT></P>

[此贴子已经被作者于2006-3-16 16:06:11编辑过]