부인에 대 한 Marcucci_Programs_and_Data — GARCH(translate from):Marcucci_Programs_and_Data for MRS—GARCH




File list:
Marcucci_Programs_and_Data
.........................\junk
.........................\....\VF
.........................\tips
.........................\....\change.txt
.........................\....\Hints for program.txt
.........................\block_bootstrap.m
.........................\bsds.m
.........................\dieboldmariano2.m
.........................\dmtest.m
.........................\egarchlik_core.c
.........................\egarchlik_core.dll
.........................\egarchlik_core.m
.........................\garchestfor_con_all.m
.........................\garchlik.m
.........................\garchlik_core.c
.........................\garchlik_core.dll
.........................\garchlik_core.m
.........................\GEDinv.m
.........................\GEDrnd.m
.........................\gjrlik_core.c
.........................\gjrlik_core.dll
.........................\gjrlik_core.m
.........................\gradt.m
.........................\hessian.m
.........................\insampleevaluation.m
.........................\lossfun.m
.........................\lossfunctions.m
.........................\lossfuns.m
.........................\mexing.m
.........................\mrsgarchestfor_con_all.m
.........................\mrsg_vol_for_new_4var.m
.........................\mrsg_vol_for_new_4varmrsgt2.m
.........................\oosevaluation.m
.........................\ooslikelihoods.m
.........................\plotting_graphs.m
.........................\plotting_graph_var.m
.........................\ranking.m
.........................\Readme.TXT
.........................\real_vol_adj.txt
.........................\signtest.m
.........................\SP100_88_03.txt
.........................\SP100_88_03.xls
.........................\stationary_bootstrap.m
.........................\swgarchlik.m
.........................\swgarchlikged1_core_k.c
.........................\swgarchlikged1_core_k.dll
.........................\swgarchlikged1_core_k.m
.........................\swgarchlikt1_core_k.c
.........................\swgarchlikt1_core_k.dll
.........................\swgarchlikt1_core_k.m
.........................\swgarchlikt2_core_k.c
.........................\swgarchlikt2_core_k.dll
.........................\swgarchlikt2_core_k.m
.........................\swgarchlik_core_k.c
.........................\swgarchlik_core_k.dll
.........................\swgarchlik_core_k.m
.........................\VaRLossFun.m
.........................\VaRLRtest.m
.........................\VaRsigntest.m
.........................\VaRsuperiority.m
.........................\var_forec_mrsg_var.m
.........................\var_oos_evaluation.m
.........................\volat_d_days.TXT