求助 Non-Linear Time Series Models in Empirical Finance 对应的数据与gauss程序。

696

收藏 2017-06-17

Data and software used in the book Non-Linear Time Series Models in Empirical Finance, by Philip Hans Franses and Dick van Dijk

Date Sets:
	GAUSS datasets
	Eviews workfiles
	Excel worksheets
Gauss Code:
	Chapter 1 Introduction
	Chapter 2 Some Concepts in Time Series Analysis (ARMA; SIC; Diagnostics)
	Chapter 3 Regime-Switching Models for Returns (TAR, SETAR, STAR; Markov Switching)
	Chapter 4 Regime-Switching Models for Volatility (GARCH)
	Chapter 5 Artificial Neural Networks (ANN)

之前，还能下载这些数据与程序。现在突然不能下载了。

小弟论坛币不多。愿意出90个论坛币。

谢谢了。

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