代码搜索：Parameters

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m ucsd_garch_demo.m

% function []=ucsd_garch_demo(); clear all; %The function give a quick demonstration fo some of the features of the UCSD_GARCH toolbox. Enjoy. % % % Written by: Kevin Sheppard 18-March-2001
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m fattailed_garchlikelihood2.m

function [LLF, h, likelihoods] = fattailed_garchlikelihood(parameters , data , p , q, errortype, stdEstimate, stdEstimate2, T, breakpt) % PURPOSE: % Likelihood for fattailed garch estimation %
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m multigarch_likelihood.m

function [LLF,Ht, likelihoods] = multigarch_likelihood(parameters,data,p,o,q,garchtype, errortype, stdEstimate) % PURPOSE: % Likelihood for multigarch % % USAGE: % [LLF,Ht, likelihoods] = mu
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m multigarchcore.m

function h=multigarchcore(datamb,dataneg,parameters,nu,lambda,b,p,o,q,m,T,stdEstimate); % PURPOSE: % Helper function for multigarch % % USAGE: % h=multigarchcore(datamb,dataneg,parameter
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m egarchsimulate.m

function [simulatedata, H] = egarchsimulate(t,parameters,p,q, errors) % PURPOSE: % EGARCH(P,Q) time series simulation % % USAGE: % [simulatedata, H] = garchsimulate(t,parameters,p,q, err
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m garchcore2.m

function h=garchcore2(data,parameters,stdEstimate,stdEstimate2,p,q,m,T,breakpt); % PURPOSE: % Forward recursion to construct h's % % USAGE: % h=garchcore(data,parameters,stdEstimate,p,q,
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m egarchxcore.m

function h=egarchcore(data, parameters, stdEstimate,p, o, q ,m , T,X); % PURPOSE: % Core routing for egarch(use MEX file) % % USAGE: % h=egarchcore(data, parameters, stdEstimate,p, q ,m
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m fattailed_garchlikelihood.m

function [LLF, h, likelihoods] = fattailed_garchlikelihood(parameters , data , p , q, errortype, stdEstimate, T) % PURPOSE: % Likelihood for fattailed garch estimation % % USAGE: % [LLF,
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m egarchcore.m

function h=egarchcore(data, parameters, stdEstimate,p, o, q ,m , T); % PURPOSE: % Core routing for egarch(use MEX file) % % USAGE: % h=egarchcore(data, parameters, stdEstimate,p, q ,m ,
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m garchinmeanlikelihood.m

function [LLF, errors, likelihoods, h] = garchinmeanlikelihood(parameters , regressand , regressors, ar , ma, p , q, m ,T, stdEstimate) % PURPOSE: % Likelihood evaluation for garchinmean % %
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