arma模型matlab代码-Jingyi_Wu_CodingProjects:WuJingyiWu的编码项目:应用计量经济学,金融市场预测

上传者: 38519060 | 上传时间: 2022-05-24 21:31:33 | 文件大小: 11.92MB | 文件类型: ZIP
arma模型matlab代码吴静怡的编码项目 杜克大学的课程项目,使用的语言:R,MATLAB,Stata Econ613:应用计量经济学 数据处理 OLS和离散选择 多项式模型 线性面板数据 重做使用Stata ... Econ623:金融市场预测 ARMA程序 测试(JB,MZ,DM等) 波动率预测(GARCH等) 评估,比较和合并预测 灵敏度和鲁棒性分析 多元波动率预测(BEKK,CCC,DCC模型) 风险价值和预期缺口预测 虚假回归和协整

文件下载

资源详情

[{"title":"( 24 个子文件 11.92MB ) arma模型matlab代码-Jingyi_Wu_CodingProjects:WuJingyiWu的编码项目:应用计量经济学,金融市场预测","children":[{"title":"Jingyi_Wu_CodingProjects-master","children":[{"title":"README.md <span style='color:#111;'> 623B </span>","children":null,"spread":false},{"title":"ECON613","children":[{"title":"Multinomial Choices","children":[{"title":"Jingyi_Wu_Econ612_HW3.R <span style='color:#111;'> 12.66KB </span>","children":null,"spread":false},{"title":"Project - Multinomial Choices.pdf <span style='color:#111;'> 88.66KB </span>","children":null,"spread":false}],"spread":true},{"title":"Data Manipulation","children":[{"title":"DataManipulation_Code.R <span style='color:#111;'> 7.08KB </span>","children":null,"spread":false}],"spread":true},{"title":"Redo with Stata","children":[{"title":"Jingyi_Wu_Econ613_HW#5.smcl <span style='color:#111;'> 107.08KB </span>","children":null,"spread":false},{"title":"HW#5-Screenshots.pdf <span style='color:#111;'> 1.19MB </span>","children":null,"spread":false},{"title":"Jingyi_Wu_Econ613_HW#5.do <span style='color:#111;'> 4.17KB </span>","children":null,"spread":false}],"spread":true},{"title":"OLS and Discrete Choice","children":[{"title":"Jingyi_Wu_Econ613_HW2.R <span style='color:#111;'> 20.91KB </span>","children":null,"spread":false},{"title":"Some Important Output-HW2-Jingyi Wu.docx <span style='color:#111;'> 13.96KB </span>","children":null,"spread":false}],"spread":true}],"spread":true},{"title":"Applied Econometrics","children":[{"title":"Linear Panel Data","children":[{"title":"Koop-Tobias.csv <span style='color:#111;'> 742.64KB </span>","children":null,"spread":false},{"title":"Panel_Code.R <span style='color:#111;'> 4.32KB </span>","children":null,"spread":false}],"spread":true},{"title":"Data Manipulation","children":[{"title":"DataManipulation-Intro.pdf <span style='color:#111;'> 105.93KB </span>","children":null,"spread":false},{"title":"DataManipulation_Code.R <span style='color:#111;'> 7.08KB </span>","children":null,"spread":false},{"title":"datsss.csv <span style='color:#111;'> 442.97KB </span>","children":null,"spread":false},{"title":"datjss.csv <span style='color:#111;'> 8.56KB </span>","children":null,"spread":false},{"title":"datstu.csv <span style='color:#111;'> 53.35MB </span>","children":null,"spread":false}],"spread":true}],"spread":true},{"title":"ECON623","children":[{"title":"Evaluating forecasts, Sensitivity and robustness analysis","children":[{"title":"Jingyi_Wu_Econ623_HW3.pdf <span style='color:#111;'> 406.79KB </span>","children":null,"spread":false},{"title":"Jingyi_Wu_Econ623_HW3.m <span style='color:#111;'> 7.92KB </span>","children":null,"spread":false}],"spread":true},{"title":"Multivariate volatility forecasting, Value-at-Risk and Expected Shortfall forecasting","children":[{"title":"Jingyi_Wu_Econ623_HW4.pdf <span style='color:#111;'> 1.04MB </span>","children":null,"spread":false},{"title":"HW4Jingyi_Wu_Econ623_HW4.m <span style='color:#111;'> 12.75KB </span>","children":null,"spread":false}],"spread":true},{"title":"Numerical Optimization and GARCH Model","children":[{"title":"Jingyi_Wu_Econ623_HW2.m <span style='color:#111;'> 3.29KB </span>","children":null,"spread":false},{"title":"Jingyi_Wu_Econ623_HW2.pdf <span style='color:#111;'> 1.14MB </span>","children":null,"spread":false}],"spread":true},{"title":"Time Series Processes","children":[{"title":"Econ623-HW-1.m <span style='color:#111;'> 4.67KB </span>","children":null,"spread":false},{"title":"Jingyi-Wu-Econ623-HW1.pdf <span style='color:#111;'> 790.44KB </span>","children":null,"spread":false}],"spread":true}],"spread":true}],"spread":true}],"spread":true}]

评论信息

免责申明

【只为小站】的资源来自网友分享,仅供学习研究,请务必在下载后24小时内给予删除,不得用于其他任何用途,否则后果自负。基于互联网的特殊性,【只为小站】 无法对用户传输的作品、信息、内容的权属或合法性、合规性、真实性、科学性、完整权、有效性等进行实质审查;无论 【只为小站】 经营者是否已进行审查,用户均应自行承担因其传输的作品、信息、内容而可能或已经产生的侵权或权属纠纷等法律责任。
本站所有资源不代表本站的观点或立场,基于网友分享,根据中国法律《信息网络传播权保护条例》第二十二条之规定,若资源存在侵权或相关问题请联系本站客服人员,zhiweidada#qq.com,请把#换成@,本站将给予最大的支持与配合,做到及时反馈和处理。关于更多版权及免责申明参见 版权及免责申明