[下载] Use Gauss Estimate FIGARCH model

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Use GAUSS estimate FIGARCH Model

206314.rar (1.16 KB, 需要: 30 个论坛币) 本附件包括：

• FGARCHPROC

2008-4-17 14:52:00 上传

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[此贴子已经被作者于2008-4-17 15:29:56编辑过]

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关键词：estimate FIGARCH IGarch GAUSS GARCH GAUSS model use estimate FIGARCH

hao

too expensive..

太贵了

贵不贵？ 每个人有自己的看法。 本贴的主要目的不是为了赚钱，现在能做FIGARCH的软件包有OX的GAR@CH.但是只是一个黑箱，不知其运算过程，很难做延伸与创新。

本程序的目的是给大家提供一个延伸平台，充分发挥自己的聪明才智，有所改善，不要只靠别人开发，我们做无意义的应用而已。

当然看懂了这个程序，大家可以自由发挥，或者把它改成MATLAB 也不错。

适当的时候，我会上传用MATLAB编的FIGARCH程序。

用的着的可以买,用不到的以后在买吧

Too expensive? It depends. I put this item here is not for the pursose of making money. Most of us using the G@rch package of OX to estimate FIGARCH model, but the problem is the most of the time it does not convenge. Another reason is that it is not easy to expand or incorporate other variables in the model estimating especially when we got some new idea. I put this procedure who is orginally done bythe GURU of this model is to motivate my dear fellows friend who are active in research and and writting to explore more in the future.

I do hope that with this basic procedure my dear fellow friends will a lot new things to be done.

Work hard but work Smart!!!

你好，我买了程序，可是运行说有错误，不知道具体应该怎么运行呢？请回复哦，谢谢

feifeitang:

I can get the result. Please check it carefully. You need CML to run it. Good Luck.

haogui a  taigui le