
Matlab中的Garch工具箱。
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This provides the complete English version of the Garch toolbox for Matlab. It offers a comprehensive suite of functionalities designed for modeling and analyzing conditional heteroskedasticity, a crucial concept in financial econometrics and risk management. The toolbox facilitates the estimation and simulation of various GARCH models, enabling users to assess volatility clustering and predict future volatility levels with greater precision. It’s a valuable resource for researchers and practitioners seeking robust tools for time series analysis.
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