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    %% Specify the Conditional Variance Model Innovation Distribution
%% Specify the garch model

% Copyright 2015 The MathWorks, Inc.

Mdl = garch(1,1)
%% Specify the gjr model
GJRMdl = gjr('GARCHLags',1:2,'ARCHLags',1,'LeverageLags',1,...
            'Distribution','t')
%% Specify a garch model with a t distribution
GARCHMdl = garch('GARCHLags',1,'ARCHLags',1,...
              'Distribution',struct('Name','t','DoF',8))
%% Specify a t distribution
Mdl.Distribution = 't';
%% Specify the degrees of freedom
Mdl.Distribution = struct('Name','t','DoF',8);
%% Display the degrees of freedom
tDoF = Mdl.Distribution.DoF
%% Specify a gaussian distribution
Mdl.Distribution = 'Gaussian'