Marcucci_Programs_and_Data\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

..........................\junk

..........................\....\VF

..........................\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

Marcucci_Programs_and_Data