GARCH and Multivariate GARCH Model Source Code Toolbox
A comprehensive source code toolbox for implementing GARCH and multivariate GARCH models with MATLAB-based algorithmic implementations
Explore MATLAB source code curated for "波动率建模" with clean implementations, documentation, and examples.
A comprehensive source code toolbox for implementing GARCH and multivariate GARCH models with MATLAB-based algorithmic implementations