[{"title":"( 94 个子文件 9.34MB ) SystemicRisk:系统风险评估和分析框架","children":[{"title":"SystemicRisk-master","children":[{"title":"Results","children":[{"title":".gitkeep <span style='color:#111;'> 1B </span>","children":null,"spread":false}],"spread":true},{"title":"Templates","children":[{"title":"TemplateConnectedness.xlsx <span style='color:#111;'> 9.28KB </span>","children":null,"spread":false},{"title":"TemplateComponent.xlsx <span style='color:#111;'> 10.46KB </span>","children":null,"spread":false},{"title":"TemplateSpillover.xlsx <span style='color:#111;'> 9.81KB </span>","children":null,"spread":false},{"title":"TemplateCrossSectional.xlsx <span style='color:#111;'> 13.26KB </span>","children":null,"spread":false},{"title":"TemplateCrossQuantilogram.xlsx <span style='color:#111;'> 9.80KB </span>","children":null,"spread":false},{"title":"TemplateTailDependence.xlsx <span style='color:#111;'> 8.67KB </span>","children":null,"spread":false},{"title":"TemplateCrossEntropy.xlsx <span style='color:#111;'> 10.39KB </span>","children":null,"spread":false},{"title":"TemplateDefault.xlsx <span style='color:#111;'> 10.39KB </span>","children":null,"spread":false},{"title":"TemplateLiquidity.xlsx <span style='color:#111;'> 11.52KB </span>","children":null,"spread":false},{"title":"TemplateRegimeSwitching.xlsx <span style='color:#111;'> 13.25KB </span>","children":null,"spread":false},{"title":"TemplateComparison.xlsx <span style='color:#111;'> 9.25KB </span>","children":null,"spread":false}],"spread":false},{"title":"LICENSE.md <span style='color:#111;'> 11.08KB </span>","children":null,"spread":false},{"title":"CONTRIBUTING.md <span style='color:#111;'> 78B </span>","children":null,"spread":false},{"title":"ScriptsDataset","children":[{"title":"validate_dataset.m <span style='color:#111;'> 11.37KB </span>","children":null,"spread":false},{"title":"parse_dataset.m <span style='color:#111;'> 34.58KB </span>","children":null,"spread":false},{"title":"analyze_dataset.m <span style='color:#111;'> 14.76KB </span>","children":null,"spread":false},{"title":"worksheets_batch.m <span style='color:#111;'> 4.04KB </span>","children":null,"spread":false},{"title":"validate_xls.m <span style='color:#111;'> 2.32KB </span>","children":null,"spread":false}],"spread":true},{"title":"CODE_OF_CONDUCT.md <span style='color:#111;'> 3.15KB </span>","children":null,"spread":false},{"title":"run.m <span style='color:#111;'> 5.90KB </span>","children":null,"spread":false},{"title":".github","children":[{"title":"PULL_REQUEST_TEMPLATE.md <span style='color:#111;'> 121B </span>","children":null,"spread":false},{"title":"ISSUE_TEMPLATE","children":[{"title":"bug_report.md <span style='color:#111;'> 219B </span>","children":null,"spread":false},{"title":"custom.md <span style='color:#111;'> 81B </span>","children":null,"spread":false},{"title":"feature_request.md <span style='color:#111;'> 149B </span>","children":null,"spread":false}],"spread":true}],"spread":true},{"title":"README.md <span style='color:#111;'> 14.90KB </span>","children":null,"spread":false},{"title":"analyze.m <span style='color:#111;'> 3.80KB </span>","children":null,"spread":false},{"title":"ScriptsMeasures","children":[{"title":"run_cross_quantilogram.m <span style='color:#111;'> 16.21KB </span>","children":null,"spread":false},{"title":"run_cross_entropy.m <span style='color:#111;'> 26.35KB </span>","children":null,"spread":false},{"title":"run_spillover.m <span style='color:#111;'> 16.60KB </span>","children":null,"spread":false},{"title":"run_regime_switching.m <span style='color:#111;'> 26.17KB </span>","children":null,"spread":false},{"title":"run_tail_dependence.m <span style='color:#111;'> 13.23KB </span>","children":null,"spread":false},{"title":"run_comparison.m <span style='color:#111;'> 30.85KB </span>","children":null,"spread":false},{"title":"run_liquidity.m <span style='color:#111;'> 19.71KB </span>","children":null,"spread":false},{"title":"run_default.m <span style='color:#111;'> 24.16KB </span>","children":null,"spread":false},{"title":"run_component.m <span style='color:#111;'> 19.72KB </span>","children":null,"spread":false},{"title":"run_cross_sectional.m <span style='color:#111;'> 26.86KB </span>","children":null,"spread":false},{"title":"run_connectedness.m <span style='color:#111;'> 19.51KB </span>","children":null,"spread":false}],"spread":false},{"title":"Datasets","children":[{"title":"Example_Small_2.xlsx <span style='color:#111;'> 460.77KB </span>","children":null,"spread":false},{"title":"Example_Small_2.mat <span style='color:#111;'> 376.47KB </span>","children":null,"spread":false},{"title":"Example_Small_1.xlsx <span style='color:#111;'> 1.04MB </span>","children":null,"spread":false},{"title":"Example_Small_1.mat <span style='color:#111;'> 706.96KB </span>","children":null,"spread":false},{"title":"Example_Small_3.mat <span style='color:#111;'> 271.94KB </span>","children":null,"spread":false},{"title":"Example_Large.xlsx <span style='color:#111;'> 3.70MB </span>","children":null,"spread":false},{"title":"Example_Small_3.xlsx <span style='color:#111;'> 217.62KB </span>","children":null,"spread":false},{"title":"Example_Large.mat <span style='color:#111;'> 2.41MB </span>","children":null,"spread":false}],"spread":true},{"title":"ScriptsUtilities","children":[{"title":"escape_path.m <span style='color:#111;'> 771B </span>","children":null,"spread":false},{"title":"new_line.m <span style='color:#111;'> 202B </span>","children":null,"spread":false},{"title":"clear_text.m <span style='color:#111;'> 753B </span>","children":null,"spread":false}],"spread":true},{"title":"ScriptsPlotting","children":[{"title":"safe_plot.m <span style='color:#111;'> 1.54KB </span>","children":null,"spread":false},{"title":"sequential_plot.m <span style='color:#111;'> 16.32KB </span>","children":null,"spread":false},{"title":"plot_limits.m <span style='color:#111;'> 3.79KB </span>","children":null,"spread":false},{"title":"figure_title.m <span style='color:#111;'> 2.46KB </span>","children":null,"spread":false},{"title":"date_ticks.m <span style='color:#111;'> 717B </span>","children":null,"spread":false}],"spread":true},{"title":"ScriptsData","children":[{"title":"distress_data.m <span style='color:#111;'> 1.46KB </span>","children":null,"spread":false},{"title":"extract_rolling_windows.m <span style='color:#111;'> 1.87KB </span>","children":null,"spread":false},{"title":"smooth_data.m <span style='color:#111;'> 2.15KB </span>","children":null,"spread":false},{"title":"sanitize_data.m <span style='color:#111;'> 5.31KB </span>","children":null,"spread":false},{"title":"extract_firms_data.m <span style='color:#111;'> 1.99KB </span>","children":null,"spread":false},{"title":"forward_roll_data.m <span style='color:#111;'> 1.95KB </span>","children":null,"spread":false}],"spread":true},{"title":"initialize.m <span style='color:#111;'> 2.61KB </span>","children":null,"spread":false},{"title":"ScriptsModels","children":[{"title":"cross_sectional_metrics.m <span style='color:#111;'> 7.21KB </span>","children":null,"spread":false},{"title":"similarity_statistics.m <span style='color:#111;'> 1.84KB </span>","children":null,"spread":false},{"title":"regime_switching.m <span style='color:#111;'> 20.49KB </span>","children":null,"spread":false},{"title":"liquidity_metrics.m <span style='color:#111;'> 4.21KB </span>","children":null,"spread":false},{"title":"shapiro_test.m <span style='color:#111;'> 3.70KB </span>","children":null,"spread":false},{"title":"cross_quantilograms_sb.m <span style='color:#111;'> 6.03KB </span>","children":null,"spread":false},{"title":"chi_metrics.m <span style='color:#111;'> 3.02KB </span>","children":null,"spread":false},{"title":"spillover_metrics.m <span style='color:#111;'> 1.53KB </span>","children":null,"spread":false},{"title":"contingent_claims_analysis.m <span style='color:#111;'> 4.60KB </span>","children":null,"spread":false},{"title":"connectedness_metrics.m <span style='color:#111;'> 2.72KB </span>","children":null,"spread":false},{"title":"kmv_structural.m <span style='color:#111;'> 4.00KB </span>","children":null,"spread":false},{"title":"component_metrics.m <span style='color:#111;'> 1.91KB </span>","children":null,"spread":false},{"title":"cross_entropy_metrics.m <span style='color:#111;'> 2.96KB </span>","children":null,"spread":false},{"title":"lasso_quantile_regression.m <span style='color:#111;'> 9.31KB </span>","children":null,"spread":false},{"title":"multiplicative_error.m <span style='color:#111;'> 11.52KB </span>","children":null,"spread":false},{"title":"bivariate_caviar.m <span style='color:#111;'> 8.41KB </span>","children":null,"spread":false},{"title":"default_metrics.m <span style='color:#111;'> 3.05KB </span>","children":null,"spread":false},{"title":"distress_insurance_premium.m <span style='color:#111;'> 9.64KB </span>","children":null,"spread":false},{"title":"variance_decomposition.m <span style='color:#111;'> 4.98KB </span>","children":null,"spread":false},{"title":"causal_adjacency.m <span style='color:#111;'> 3.23KB </span>","children":null,"spread":false},{"title":"price_discovery.m <span style='color:#111;'> 4.63KB </span>","children":null,"spread":false},{"title":"catfin.m <span style='color:#111;'> 4.57KB </span>","children":null,"spread":false},{"title":"dcc_gjrgarch.m <span style='color:#111;'> 9.54KB </span>","children":null,"spread":false},{"title":"mgev_joint_risk_metrics.m <span style='color:#111;'> 4.57KB </span>","children":null,"spread":false},{"title":"granger_causality.m <span style='color:#111;'> 9.14KB </span>","children":null,"spread":false},{"title":"pca_shorthand.m <span style='color:#111;'> 1.80KB </span>","children":null,"spread":false},{"title":"illiq_indicator.m <span style='color:#111;'> 4.13KB </span>","children":null,"spread":false},{"title":"roll_implicit_spread.m <span style='color:#111;'> 3.92KB </span>","children":null,"spread":false},{"title":"asymptotic_tail_dependence.m <span style='color:#111;'> 5.27KB </span>","children":null,"spread":false},{"title":"cimdo.m <span style='color:#111;'> 9.65KB </span>","children":null,"spread":false},{"title":"cross_quantilograms_sn.m <span style='color:#111;'> 5.11KB </span>","children":null,"spread":false},{"title":"kendall_rankings.m <span style='color:#111;'> 4.14KB </span>","children":null,"spread":false},{"title":"network_centralities.m <span style='color:#111;'> 5.21KB </span>","children":null,"spread":false}],"spread":false}],"spread":false}],"spread":true}]