GARCH-model-forecast-

Directory: matlab
Plat: matlab
Size: 119KB
Downloads: 99
Upload time: 2014-04-16 20:53:52
Uploader: 风行水上p
Description:   Closing stock price on the NYSE, using GARCH or ARCH models to analyze and predict the price May 1, 2012 to May 9, 2012 in. The predictive value and the true value control, more errors.

File list:
ACF平方检验.fig,5245,2014-04-07
NYSE_data.txt,36899,2014-04-02
work1.m,2383,2014-04-07
原始数据.fig,13942,2014-04-07
收益率图.fig,19849,2014-04-07
残差序列及相关性.fig,29545,2014-04-07
预测与原始数据对比曲线1.fig,41382,2014-04-07

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