GARCH Toolbox
![]() updated 2 months ago |
A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. |
0 Comments 37 Downloads (30 Days) |
![]() updated 9 months ago |
Estimation value at risk by using Conditional Copula-GARCH Estimating VaR |
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![]() updated 11 months ago |
SCOPE: interactively tabulate SEER excel variables This takes SEER excel column data interactively, tabulate them, write back in table format. |
0 Comments 9 Downloads (30 Days) |
![]() updated 2 years ago |
Demos commonly used at The MathWorks financial modeling seminars. |
11 Comments 27 Downloads (30 Days) |
![]() updated 3 years ago |
functions to estimates various copula models via MLE |
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![]() updated 3 years ago |
Mann-Kendall non-parametric trend test modified to account for autocorrelations. |
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![]() updated 4 years ago |
Chinese Matlab Digest: Matlab Technical Bulletin Chinese Matlab Digest is the first matlab digest published in Chinese by www.iLoveMatlab.cn |
0 Comments 23 Downloads (30 Days) |
![]() updated 4 years ago |
Introduction to Econometrics Toolbox The M-file for "Introduction to Econometrics Toolbox" webinar |
0 Comments 14 Downloads (30 Days) |