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对äºææ ·å¨MATLABéå®ç°GARCH 建模ï¼ucsd_garchçä½è
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·ç®±éæä¸ä¸ªæ¼ç¤ºæ件ï¼ä½ ä¸æ¥æ¥è¿è¡å®è¯¥æ件ï¼å°±ä¼è°ç¨dcc_garchãå¨ mv_garch æ件夹éæ该å½æ°ã
[data,text]=xlsread('yourfile');
dccP=1;
dccQ=1;
archP=1;
garchQ=1;
[para,dcc_corr,...]=dcc_mvgarch(data,dccP,dccQ,archP,garchQ);
è¿æ ·å·¦è¾¹ç para,dcc_corr çè¿ååæ°ï¼å°±æ¯ä½ æ±ççå¼ï¼ä¹å
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