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Tag: 多元GARCH模型预测

Explore MATLAB source code curated for "多元GARCH模型预测" with clean implementations, documentation, and examples.

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多元GARCH模型预测 Resources

Showing items tagged with "多元GARCH模型预测"

Multivariate GARCH Model Forecasting with MATLAB Implementation

MATLAB program for multivariate GARCH model forecasting with comprehensive parameter estimation and volatility prediction capabilities

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