MEX Source

..........\egarchcore.c

..........\egarchXcore.c

..........\garchcore.c

..........\garchgrad.c

..........\garchinmeancore.c

..........\ivech.c

..........\maxcore.c

..........\multigarchcore.c

..........\recserarcore.c

..........\simgarchcore.c

..........\tarchcore.c

..........\vech.c

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

Post 7.1 32-bit Binaries

........................\egarchcore.mexw32

........................\egarchXcore.mexw32

........................\garchcore.mexw32

........................\garchgrad.mexw32

........................\garchinmeancore.mexw32

........................\ivech.mexw32

........................\maxcore.mexw32

........................\multigarchcore.mexw32

........................\recserarcore.mexw32

........................\simgarchcore.mexw32

........................\tarchcore.mexw32

........................\vech.mexw32

Pre 7.1 32-bit Binaries

.......................\egarchcore.dll

.......................\egarchXcore.dll

.......................\garchcore.dll

.......................\garchgrad.dll

.......................\garchinmeancore.dll

.......................\ivech.dll

.......................\maxcore.dll

.......................\multigarchcore.dll

.......................\recserarcore.dll

.......................\simgarchcore.dll

.......................\tarchcore.dll

.......................\vech.dll

Tests

.....\berkowitz.m

.....\jarquebera.m

.....\kolmogorov.m

.....\kscritical.m

.....\lilliefors.m

.....\ljq2.m

.....\lmtest1.m

.....\lmtest2.m

.....\shapirofrancia.m

.....\shapirowilks.m

Contents.m

fx.mat

hessian_2sided.m

license.txt

ucsd_garch_demo.m

64-bit Binaries

...............\egarchcore.mexw64

...............\egarchXcore.mexw64

...............\garchcore.mexw64

...............\garchgrad.mexw64