Best MATLAB GARCH toolbox

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USCD GARCH toolbox by Kevin Sheppard (Engle's Student), a lot of more fonctions than MATLAB GARCH toolbox. For example, MGARCH like BEKK, DCC models.

91412.rar (877.26 KB)

2007-2-13 11:56:00 上传

Best MATLAB GARCH toolbox

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关键词：toolbox MATLAB matla atlab GARCH toolbox MATLAB Best GARCH

Engle is a great acedamic person. I attent  his seminar  in 2003 before he won N price :)

这是UCSD写的MGARCH的工具箱吧

谢谢！！！！！！！

好像有个跟这个差不多得，我已经下载了

运行demo的时候会出错啊

已添加E:\阅读材料\MATLAB\工具箱\ucsd_garch　路径，文件夹里就是没找到chis_cdf.m文件

??? Undefined function or variable 'chis_cdf'.

Error in ==> E:\阅读材料\MATLAB\工具箱\ucsd_garch\Tests\lmtest2.m
On line 40 ==> results.pval=1-chis_cdf(statistic,(1:q)');

Error in ==> E:\阅读材料\MATLAB\工具箱\ucsd_garch\ucsd_garch_demo.m
On line 27 ==> [results] = lmtest2(x,5);

Hi,

You right, there is no chis_cdf.m and others Statistics function in this Toolbox, the author supposes we already have them.

In case you don't have Matlab toolbox.

Here a Matlab Statistics toolbox that you can integrate : 99380.rar (2.17 MB)

2007-3-15 22:06:00 上传

Best MATLAB GARCH toolbox

You'll need a Matlab Optimisation Toolbox too : 99381.rar (1.79 MB)

2007-3-15 22:12:00 上传

Best MATLAB GARCH toolbox

[此贴子已经被作者于2007-3-15 22:14:59编辑过]

很好，谢谢

真是太好了

太好了！！！！正在学习这个软件！谢谢！