MarkovDccSource.rar

[{"title":"（ 80 个子文件 934KB ） MarkovDccSource.rar","children":[{"title":"MarkovDccSource","children":[{"title":"MarkovSwitchingDCC","children":[{"title":"Demo_MS_DCC.m <span style='color:#111;'> 733B </span>","children":null,"spread":false},{"title":"ms_dcc_mvgarch.m <span style='color:#111;'> 5.46KB </span>","children":null,"spread":false},{"title":"ms dcc.pdf <span style='color:#111;'> 289.06KB </span>","children":null,"spread":false},{"title":"ms_dcc_mvgarch_likelihood.m <span style='color:#111;'> 4.87KB </span>","children":null,"spread":false},{"title":"tvp_markov_filter.m <span style='color:#111;'> 6.32KB </span>","children":null,"spread":false},{"title":"ms_dcc_mvgarch_full_likelihood.m <span style='color:#111;'> 6.25KB </span>","children":null,"spread":false}],"spread":true},{"title":"Marcucci_Programs_and_Data","children":[{"title":"oosevaluation.m <span style='color:#111;'> 17.37KB </span>","children":null,"spread":false},{"title":"dmtest.m <span style='color:#111;'> 7.81KB </span>","children":null,"spread":false},{"title":"mrsgarchestfor_con_all.m <span style='color:#111;'> 16.51KB </span>","children":null,"spread":false},{"title":"swgarchlikt2_core_k.mexw32 <span style='color:#111;'> 10.50KB </span>","children":null,"spread":false},{"title":"mexing.m <span style='color:#111;'> 320B </span>","children":null,"spread":false},{"title":"plotting_graphs.m <span style='color:#111;'> 6.41KB </span>","children":null,"spread":false},{"title":"garchlik_core.mexw32 <span style='color:#111;'> 7.50KB </span>","children":null,"spread":false},{"title":"gjrlik_core.m <span style='color:#111;'> 777B </span>","children":null,"spread":false},{"title":"SP100_88_03.txt <span style='color:#111;'> 31.51KB </span>","children":null,"spread":false},{"title":"garchlik.m <span style='color:#111;'> 7.34KB </span>","children":null,"spread":false},{"title":"VaRsigntest.m <span style='color:#111;'> 556B </span>","children":null,"spread":false},{"title":"swgarchlikt1_core_k.mexw32 <span style='color:#111;'> 10.50KB </span>","children":null,"spread":false},{"title":"VaRsuperiority.m <span style='color:#111;'> 29.09KB </span>","children":null,"spread":false},{"title":"garchlik_core.m <span style='color:#111;'> 623B </span>","children":null,"spread":false},{"title":"swgarchlik.m <span style='color:#111;'> 15.11KB </span>","children":null,"spread":false},{"title":"VaRLRtest.m <span style='color:#111;'> 3.52KB </span>","children":null,"spread":false},{"title":"mrsg_vol_for_new_4varmrsgt2.m <span style='color:#111;'> 2.32KB </span>","children":null,"spread":false},{"title":"swgarchlik_core_k.c <span style='color:#111;'> 4.52KB </span>","children":null,"spread":false},{"title":"Readme.TXT <span style='color:#111;'> 6.40KB </span>","children":null,"spread":false},{"title":"lossfuns.m <span style='color:#111;'> 1.35KB </span>","children":null,"spread":false},{"title":"bsds.m <span style='color:#111;'> 2.24KB </span>","children":null,"spread":false},{"title":"egarchlik_core.m <span style='color:#111;'> 694B </span>","children":null,"spread":false},{"title":"ooslikelihoods.m <span style='color:#111;'> 1.44KB </span>","children":null,"spread":false},{"title":"hessian.m <span style='color:#111;'> 1.26KB </span>","children":null,"spread":false},{"title":"GEDrnd.m <span style='color:#111;'> 1.46KB </span>","children":null,"spread":false},{"title":"stationary_bootstrap.m <span style='color:#111;'> 874B </span>","children":null,"spread":false},{"title":"swgarchlikged1_core_k.m <span style='color:#111;'> 2.90KB </span>","children":null,"spread":false},{"title":"gjrlik_core.mexw32 <span style='color:#111;'> 8.00KB </span>","children":null,"spread":false},{"title":"swgarchlik_core_k.m <span style='color:#111;'> 2.90KB </span>","children":null,"spread":false},{"title":"var_forec_mrsg_var.m <span style='color:#111;'> 16.22KB </span>","children":null,"spread":false},{"title":"mrsg_vol_for_new_4var.m <span style='color:#111;'> 1.82KB </span>","children":null,"spread":false},{"title":"swgarchlikt1_core_k.m <span style='color:#111;'> 2.88KB </span>","children":null,"spread":false},{"title":"egarchlik_core.mexw32 <span style='color:#111;'> 8.00KB </span>","children":null,"spread":false},{"title":"plotting_graph_var.m <span style='color:#111;'> 3.21KB </span>","children":null,"spread":false},{"title":"signtest.m <span style='color:#111;'> 1.06KB </span>","children":null,"spread":false},{"title":"codegennew.prj <span style='color:#111;'> 12.27KB </span>","children":null,"spread":false},{"title":"swgarchlikged1_core_k.c <span style='color:#111;'> 4.62KB </span>","children":null,"spread":false},{"title":"swgarchlikged1_core_k.mexw32 <span style='color:#111;'> 10.50KB </span>","children":null,"spread":false},{"title":"VaRLossFun.m <span style='color:#111;'> 1.11KB </span>","children":null,"spread":false},{"title":"lossfunctions.m <span style='color:#111;'> 853B </span>","children":null,"spread":false},{"title":"block_bootstrap.m <span style='color:#111;'> 960B </span>","children":null,"spread":false},{"title":"gjrlik_core.c <span style='color:#111;'> 1.44KB </span>","children":null,"spread":false},{"title":"swgarchlikt1_core_k.c <span style='color:#111;'> 4.53KB </span>","children":null,"spread":false},{"title":"GEDinv.m <span style='color:#111;'> 1014B </span>","children":null,"spread":false},{"title":"volat_d_days.TXT <span style='color:#111;'> 131.76KB </span>","children":null,"spread":false},{"title":"garchlik_core.c <span style='color:#111;'> 1.30KB </span>","children":null,"spread":false},{"title":"SP100_88_03.xls <span style='color:#111;'> 199.00KB </span>","children":null,"spread":false},{"title":"swgarchlik_core_k.mexw32 <span style='color:#111;'> 10.50KB </span>","children":null,"spread":false},{"title":"gradt.m <span style='color:#111;'> 2.13KB </span>","children":null,"spread":false},{"title":"insampleevaluation.m <span style='color:#111;'> 6.18KB </span>","children":null,"spread":false},{"title":"ranking.m <span style='color:#111;'> 409B </span>","children":null,"spread":false},{"title":"lossfun.m <span style='color:#111;'> 975B </span>","children":null,"spread":false},{"title":"swgarchlikt2_core_k.c <span style='color:#111;'> 4.63KB </span>","children":null,"spread":false},{"title":"var_oos_evaluation.m <span style='color:#111;'> 17.13KB </span>","children":null,"spread":false},{"title":"egarchlik_core.c <span style='color:#111;'> 1.41KB </span>","children":null,"spread":false},{"title":"swgarchlikt2_core_k.m <span style='color:#111;'> 2.95KB </span>","children":null,"spread":false},{"title":"dieboldmariano2.m <span style='color:#111;'> 1.23KB </span>","children":null,"spread":false},{"title":"junk","children":[{"title":"VF","children":null,"spread":false},{"title":"MRSGARCH_N.txt <span style='color:#111;'> 475B </span>","children":null,"spread":false},{"title":"res_GJR_t.mat <span style='color:#111;'> 69.76KB </span>","children":null,"spread":false},{"title":"res_MRSGARCH_N.mat <span style='color:#111;'> 229B </span>","children":null,"spread":false},{"title":"res_GJR_N.mat <span style='color:#111;'> 58.24KB </span>","children":null,"spread":false},{"title":"res_EGARCH_N.mat <span style='color:#111;'> 59.00KB </span>","children":null,"spread":false},{"title":"res_GARCH_t.mat <span style='color:#111;'> 59.40KB </span>","children":null,"spread":false},{"title":"GARCH_t.txt <span style='color:#111;'> 106.40KB </span>","children":null,"spread":false},{"title":"res_GARCH_N.mat <span style='color:#111;'> 49.52KB </span>","children":null,"spread":false},{"title":"GARCH_N.txt <span style='color:#111;'> 1.26KB </span>","children":null,"spread":false},{"title":"GJR_N.txt <span style='color:#111;'> 105.51KB </span>","children":null,"spread":false},{"title":"GJR_t.txt <span style='color:#111;'> 121.58KB </span>","children":null,"spread":false},{"title":"EGARCH_t.txt <span style='color:#111;'> 123.69KB </span>","children":null,"spread":false},{"title":"res_EGARCH_t.mat <span style='color:#111;'> 70.50KB </span>","children":null,"spread":false},{"title":"EGARCH_N.txt <span style='color:#111;'> 1.23KB </span>","children":null,"spread":false},{"title":"res_GARCH_G.mat <span style='color:#111;'> 230B </span>","children":null,"spread":false},{"title":"GARCH_G.txt <span style='color:#111;'> 155B </span>","children":null,"spread":false}],"spread":false},{"title":"real_vol_adj.txt <span style='color:#111;'> 42.16KB </span>","children":null,"spread":false}],"spread":false}],"spread":true}],"spread":true}]