BootStrap

.........\block_bootstrap.m

.........\bsds.m

.........\bsds_studentized.m

.........\cont_bootstrap.m

.........\stationary_bootstrap.m

Distributions

.............\exppowcdf.m

.............\exppowpdf.m

.............\exppowrnd.m

.............\gedcdf.m

.............\gedinv.m

.............\gedpdf.m

.............\gedrnd.m

.............\skewtdis_cdf.m

.............\skewtdis_inv.m

.............\skewtdis_pdf.m

.............\skewtdis_rnd.m

.............\stdtdis_cdf.m

.............\stdtdis_pdf.m

.............\stdtdis_rnd.m

Kernel Estimation

.................\cosinus.m

.................\epanechnikov.m

.................\kern_dens_contour.m

.................\kern_dens_plot.m

.................\kern_dens_plot2.m

.................\normal.m

.................\quartic.m

.................\triangular.m

.................\triweight.m

.................\uniform.m

MV Garch

........\Bekk

........\....\diagonal_bekk_mvgarch.m

........\....\diagonal_bekk_mvgarch_likelihood.m

........\....\diagonal_bekk_simulate.m

........\....\full_bekk_mvgarch.m

........\....\full_bekk_mvgarch_likelihood.m

........\....\full_bekk_simulate.m

........\....\scalar_bekk_mvgarch.m

........\....\scalar_bekk_mvgarch_likelihood.m

........\....\scalar_bekk_simulate.m

........\Correlation MVGarch

........\...................\cc_ivech.m

........\...................\cc_mvgarch.m

........\...................\cc_mvgarch_full_likelihood.m

........\...................\cc_mvgarch_simulate.m

........\...................\dcc_hessian.m

........\...................\dcc_mvgarch.m

........\...................\dcc_mvgarch_full_likelihood.m

........\...................\dcc_mvgarch_likelihood.m

........\...................\dcc_mvgarch_test.m

........\...................\dcc_simulate.m

........\...................\dcc_univariate_simulate.m

........\...................\Idcc_mvgarch.m

........\...................\Idcc_mvgarch_full_likelihood.m

........\...................\Idcc_mvgarch_likelihood.m

........\ivech.m

........\o_mvgarch.m

........\pca.m

........\T Bekk

........\......\diagonal_bekk_T_est_likelihood.m

........\......\diagonal_bekk_T_likelihood.m

........\......\diagonal_bekk_T_mvgarch.m

........\......\full_bekk_T_est_likelihood.m

........\......\full_bekk_T_likelihood.m

........\......\full_bekk_T_mvgarch.m

........\......\scalar_bekk_T_est_likelihood.m

........\......\scalar_bekk_T_likelihood.m

........\......\scalar_bekk_T_mvgarch.m

........\vech.m

license.txt

ucsd_garch_demo.m

hessian_2sided.m

Contents.m

fx.mat

Garch

.....\armaxfilter.m

.....\armaxfilter_likelihood.m

.....\armaxsimulate.m

.....\egarch.m

.....\egarchcore.m

.....\egarchEstLikelihood.m

.....\egarchlikelihood.m

.....\egarchsimulate.m

.....\egarchX.m

.....\egarchXcore.m

.....\egarchXEstLikelihood.m

.....\egarchXLikelihood.m

.....\fattailed_garch.m

.....\fattailed_garchlikelihood.m

.....\fattailed_garchsimulate.m

.....\garchcore.m

.....\garcheviewscon.m

.....\garcheviewslikelihood.m

.....\garcheviewssimulate.m

.....\garchgrad.m

.....\garchinmean.m

.....\garchinmeancore.m