matlab如何实现sv模型,matlab关于sv模型的smm估计

求大神帮忙看看代码，我的y1-y4是不是写错了，对fun的最小值参数估计用optimset函数吗？

function [fun] = fun(parameter,lmt,ret)

%-----------------model-----------------------

%lmts(t)=lmt(t)^phi

%ret(t)=lmts(t-1)*rat(t)

%rat(t)=hat(t)^0.5*randn(1)

%ln(hat(t))=omega+alpha*ln(hat(t-1))+beta*randn(1)

omega=parameter(1);

alpha=parameter(2);

beta=parameter(3);

phi=parameter(4);

T=length(ret);

for k=1:T

lmts(k)=(lmt(k))^phi;

rat(k)=ret(k)/lmts(k);

end

hat(1)=sum(rat.^2)/T;

for k=2:T

hat(k)=exp(omega+alpha*ln(hat(k-1))+beta*randn(1));

end

lmts(1)=(lmt(1))^phi;

ratsim(1)=ret(1)/lmts(1);

hatsim(1)=sum(rat.^2)/T;

for k=2:T

hatsim(k)=exp(omega+alpha*log(hatsim(k-1))+beta*randn(1));

ratsim(k)=hatsim(k)^0.5*randn(1);

end

y1=sum(abs(rat)-abs(ratsim))^2;

y2=sum(rat.^2-ratsim.^2)^2;

y3=sum(rat.*lag(rat)-ratsim.*lag(ratsim))^2;

y4=sum(abs(rat.*lag(rat))-abs(ratsim.*lag(ratsim)))^2;

fun=y1+y2+y3+y4;

end