Extended GARCH Toolbox 1.0

Date Added: May 09, 2013 | Visits: 524

Report Broken Link
Printer Friendly Version

Product Homepage
Download (52 downloads)

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 (1986) NGARCH: Nonlinear GARCH: Higgins and Bera (1992) AGARCH: Asymmetric GARCH: Engle (1990) APGARCH: Asymmetric Power GARCH: Ding, Granger and Engle (1993) NAGARCH: Nonlinear Asymmetric GARCH: Engle and Ng (1993)The supported distributions are:GAUSSIAN: Normal Distribution T: Student t-Distribution GED: Generalized Error Distribution CAUCHY: Cauchy-Lorentz Distribution HANSEN: Hansen's Skew-t Distribution GC: Gram-Charlier Expansion SeriesNotes:1. The estimation of the conditional variance with Cauchy-Lorentz innovation terms is for educational purposes only.2. Some combinations of specifications and distributions may not converge.Please feel free to contact me with comments, suggestions, or bugfixes.

Requirements: No special requirements

Platforms: Matlab

Keyword: Bugfixes, Cauchy, Cauchylorentz, Comments, Conditional, Contact, Convergeplease, Distribution, Error, Estimation, Expansion, Garch, Generalized, Gramcharlier, Hansen, Seriesnotes, Skewt, Specifications, Student, Tdistribution

Users rating: 0/10

License: Freeware

Size: 10 KB

USER REVIEWS

More Reviews or Write Review

EXTENDED GARCH TOOLBOX RELATED

Development Tools - MSPIKE 1.0 Performs neural spike pattern analysis on extracellular potentials acquired with TDT's System3 and OpenEx software.More on current functions:All-Order Inter-Spike Interval Histogram.Inter-Spike Interval Histogram for any order or combination of...	61.44 KB
Form Processors - Maian Mail 3.1 Maian Mail script provides you an easy to install contact form.Script Features: - Easy to install contact form. - Optional error checking on all fields. - Optional auto responder to visitor. - Optional box trapper function for e-mail...
Miscellaneous - Jingho project management 1.0.8 Jingho Projects is a free and Open Souorce small business PHP project managemen solution. It allows small business, agencies or freelancers to deal with many different projects at the same time. This project management tool also makes easier for...	1.92 MB
Libraries - Sybase::RepAgent 0.03 Sybase::RepAgent is a Perl extension for building a Sybase Replication Agent which talks to a Sybase Replication Server. SYNOPSIS use Sybase::RepAgent; my $ra = Sybase::RepAgent->new($repserver, $user, password, $dataserver, $database,...	12.29 KB
Communication Tools - SIPp 3.2 SIPp is a free Open Source test tool / traffic generator for the SIP protocol. It includes a few basic SipStone user agent scenarios (UAC and UAS) and establishes and releases multiple calls with the INVITE and BYE methods. It can also reads...	2.5 MB
Business - Essential Contact Manager 0.2.1 Alpha Essential Contact Manager projects goal is to offer a beautiful and intuitive interface, allowing you to keep track of your contacts easily and efficiently. Comments and suggestion are appreciated.. Get Intrigue Icon Set at SourceForge.net....	44.1 MB
Development Tools - RiskMetrics 1.0 RiskMetrics.m: Estimates the univariate or multivariate RiskMetrics. USAGE: rm = RiskMetrics(data,alpha) INPUTS: data = ( m x n ) vector lamba = the scale parameter method = Univariate or Multivariate OUTPUTS: rm = ( m x n ) volatility vector for...	10 KB
Networking - Delete Pending Comments 0.2.1.1 This plugin is a quick way to delete all pending comments. It's useful for victims of spammer attacks.My pluginsVisitor Movies for WordPress: Did you ever want to know what your visitors are really doing on your site? Watch them!Better tag cloud:...	10 KB
Modules - Content Distribution 6.x-2.0-beta5 The content distribution module is for managing distribution of content from a single central website to one or many remote websites via web services.A typical set-up includes one single 'content distributing' Drupal instance with 1-many 'content...	40.96 KB
Modules - Disable Comments 0.3.1 This plugin allows administrators to globally disable comments on any post types (posts, pages, attachments, etc.) so that these settings cannot be overridden for individual posts. It also removes all comment-related fields from edit and...	10 KB

NEW DOWNLOADS IN SCRIPTS, DEVELOPMENT TOOLS

Scripts - Free Ecommerce website creator 1.2 Free Ecommerce website creator is a free PHP shop creating script. This allows you to put a online shop on your own website. Create your own free ecommerce website for Your Business. Create an online shop using easyGUI online shop creator. The...	1.44 KB
Scripts - MochiGames PHP Script ZDR 1.00 MochiGames PHP Script ZDR is web site, ready for use, for flash games. These flash games are downloaded automatically by "MochiGames PHP Script ZDR" from MochiGames media. The use of the games is free, you can use your own Mochi Publisher ID and...	368.54 KB
Scripts - Php Chat 2.0 Add a free php site, single sign-on and multiple skins, 100% free 1. Server Modes: The chat server has paid mode and free mode. If the free chat mode, a free chat room will be assigned to your website with your domain as the room name. 2....	938.87 KB
Scripts - Nibbleblog 3.0.1 Nibbleblog it's a powerful engine for creation and manipulation of BLOG's completely free. Very simple to install and configure (Only 1 step). The database used is based on XML files and this way it is not necessary to use MySQL or similar DBMS....	371.09 KB
Scripts - PHP File Manager \| CloudOsys 2.9b8 CloudOsys is a PHP file manager, a tool that allows your visitors upload files such as media content directly to your website. Your visitors will upload files directly to your website, where they can share and comment on them. Through cloud...	1.41 MB
Development Tools - Aml2CHM 3.50 Those who use the popular Aml Pages text editor might be looking out for a way of generating help files from their text and notes. Aml2CHM is a plug-in that was developed to offer people a quick and efficient way of converting Aml Pages documents...	549.99 KB
Development Tools - VMP Viewer 1.0 This is a very rudimentary tool to visualize the VMP files generated by BrainVoyager. Useful to share files with people who do not have BV.	10 KB
Development Tools - 7-Zip for Script 4.42 7-Zip is a file archiver with a high compression ratio.Features:- High compression ratio in new 7z format with LZMA compression- Supported formats:- Packing / unpacking: 7z, ZIP, GZIP, BZIP2 and TAR- Unpacking only: RAR, CAB, ISO, ARJ, LZH, CHM,...	624.64 KB
Development Tools - PHP Docbook Displayer for Scripts 1.0b PHP Docbook Displayer provides XSL and CSS stylesheets, and PHP scripts, to generate easily and dynamically websites from Docbook files.It aims at simplifying to the max the web publication process : simply drop the docbook file under the site root !	102.4 KB
Development Tools - WP Translate 1.0 This simple language translation plugin allows your users to quickly translate your webpages, through a widget on your blog.You have the option to select the title of the Widget, which will be displayed above the language translation form. Users...	10 KB

Windows Software	BeOS Software
Macintosh Software	Linux Software
PDA Software	OS/2 Software
Mobile Software	Scripts