MEX Source

MEX Source\egarchcore.c

MEX Source\egarchXcore.c

MEX Source\garchcore.c

MEX Source\garchgrad.c

MEX Source\garchinmeancore.c

MEX Source\ivech.c

MEX Source\maxcore.c

MEX Source\multigarchcore.c

MEX Source\recserarcore.c

MEX Source\simgarchcore.c

MEX Source\tarchcore.c

MEX Source\vech.c

MV Garch

MV Garch\Bekk

MV Garch\Bekk\diagonal_bekk_mvgarch.m

MV Garch\Bekk\diagonal_bekk_mvgarch_likelihood.m

MV Garch\Bekk\diagonal_bekk_simulate.m

MV Garch\Bekk\full_bekk_mvgarch.m

MV Garch\Bekk\full_bekk_mvgarch_likelihood.m

MV Garch\Bekk\full_bekk_simulate.m

MV Garch\Bekk\scalar_bekk_mvgarch.m

MV Garch\Bekk\scalar_bekk_mvgarch_likelihood.m

MV Garch\Bekk\scalar_bekk_simulate.m

MV Garch\Correlation MVGarch

MV Garch\Correlation MVGarch\cc_ivech.m

MV Garch\Correlation MVGarch\cc_mvgarch.m

MV Garch\Correlation MVGarch\cc_mvgarch_full_likelihood.m

MV Garch\Correlation MVGarch\cc_mvgarch_simulate.m

MV Garch\Correlation MVGarch\dcc_hessian.m

MV Garch\Correlation MVGarch\dcc_mvgarch.m

MV Garch\Correlation MVGarch\dcc_mvgarch_full_likelihood.m

MV Garch\Correlation MVGarch\dcc_mvgarch_likelihood.m

MV Garch\Correlation MVGarch\dcc_mvgarch_test.m

MV Garch\Correlation MVGarch\dcc_simulate.m

MV Garch\Correlation MVGarch\dcc_univariate_simulate.m

MV Garch\Correlation MVGarch\Idcc_mvgarch.m

MV Garch\Correlation MVGarch\Idcc_mvgarch_full_likelihood.m

MV Garch\Correlation MVGarch\Idcc_mvgarch_likelihood.m

MV Garch\ivech.m

MV Garch\o_mvgarch.m

MV Garch\pca.m

MV Garch\T Bekk

MV Garch\T Bekk\diagonal_bekk_T_est_likelihood.m

MV Garch\T Bekk\diagonal_bekk_T_likelihood.m

MV Garch\T Bekk\diagonal_bekk_T_mvgarch.m

MV Garch\T Bekk\full_bekk_T_est_likelihood.m

MV Garch\T Bekk\full_bekk_T_likelihood.m

MV Garch\T Bekk\full_bekk_T_mvgarch.m

MV Garch\T Bekk\scalar_bekk_T_est_likelihood.m

MV Garch\T Bekk\scalar_bekk_T_likelihood.m

MV Garch\T Bekk\scalar_bekk_T_mvgarch.m

MV Garch\vech.m

Post 7.1 32-bit Binaries

Post 7.1 32-bit Binaries\egarchcore.mexw32

Post 7.1 32-bit Binaries\egarchXcore.mexw32

Post 7.1 32-bit Binaries\garchcore.mexw32

Post 7.1 32-bit Binaries\garchgrad.mexw32

Post 7.1 32-bit Binaries\garchinmeancore.mexw32

Post 7.1 32-bit Binaries\ivech.mexw32

Post 7.1 32-bit Binaries\maxcore.mexw32

Post 7.1 32-bit Binaries\multigarchcore.mexw32

Post 7.1 32-bit Binaries\recserarcore.mexw32

Post 7.1 32-bit Binaries\simgarchcore.mexw32

Post 7.1 32-bit Binaries\tarchcore.mexw32

Post 7.1 32-bit Binaries\vech.mexw32

Pre 7.1 32-bit Binaries

Pre 7.1 32-bit Binaries\egarchcore.dll

Pre 7.1 32-bit Binaries\egarchXcore.dll

Pre 7.1 32-bit Binaries\garchcore.dll

Pre 7.1 32-bit Binaries\garchgrad.dll

Pre 7.1 32-bit Binaries\garchinmeancore.dll

Pre 7.1 32-bit Binaries\ivech.dll

Pre 7.1 32-bit Binaries\maxcore.dll

Pre 7.1 32-bit Binaries\multigarchcore.dll

Pre 7.1 32-bit Binaries\recserarcore.dll

Pre 7.1 32-bit Binaries\simgarchcore.dll

Pre 7.1 32-bit Binaries\tarchcore.dll

Pre 7.1 32-bit Binaries\vech.dll

Tests

Tests\berkowitz.m

Tests\jarquebera.m

Tests\kolmogorov.m

Tests\kscritical.m

Tests\lilliefors.m

Tests\ljq2.m

Tests\lmtest1.m

Tests\lmtest2.m

Tests\shapirofrancia.m

Tests\shapirowilks.m

Contents.m

fx.mat

hessian_2sided.m

license.txt

ucsd_garch_demo.m

64-bit Binaries

64-bit Binaries\egarchcore.mexw64

64-bit Binaries\egarchXcore.mexw64

64-bit Binaries\garchcore.mexw64

64-bit Binaries\garchgrad.mexw64