包含有高阶泰勒展开式,1,2,3,4阶龙格库塔解微分方程或方程组。
Taylor expansion contains a high-level, 1,2,3,4-order Runge-Kutta solution of differential equations or equations. (2014-01-05, TEXT, 66KB, 下载3次)
使用Rats寫的馬可夫狀態轉換GARCH模型。本模型結合著名的狀態轉換及GARCH等財金時間序列特性。
regime swithcing GARCH model in Rats. This code combine both the famous financial time series properties of regime swithcing and GARCH model. (2013-12-10, TEXT, 1KB, 下载3次)