Higgins
In the program, an example from the field of nonlinear chemical dynamics is presented. Governing equation and reaction scheme can be found in G. Nicolis, Dynamique Chimique, Thermodynamique, cindoTetique et mdoTecanique statistique, Dunod, Paris 2005. We use the arc length continuation method to...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (58): Screenshot Application of the arc length continuation method in nonlinear chemical dynamics Download |
The Extended GARCH Toolbox estimates a variety of GARCH models with different distributions and for any order of ARCH (p) and GARCH (q) effects.The supported models are:GARCH: Bollerslev (1986)GJR-GARCH: Glosten et al. (1993) EGARCH: Nelson (1991) NARCH: Nonlinear ARCH: Engle and Bollerslev...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (52): Extended GARCH Toolbox Download |
The programs compute the bifurcation diagram for the cubic map and a realistic population dynamics model. The value of parameter r, when the cycle of period three appears, is indicated. As expected, for higher values of r, we observe chaotic behaviour. Both models are given in the problems?...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (52): Bifurcation Diagram for the cubic map and a realistic model for population dynamics Download |
The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (45): Volatility Forecast Toolbox Download |