File list (Check if you may need any files):
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
..........................\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
..........................\tips\change.txt
..........................\....\Hints for program.txt
..........................\VaRLossFun.m
..........................\VaRLRtest.m
..........................\VaRsigntest.m
..........................\VaRsuperiority.m
..........................\var_forec_mrsg_var.m
..........................\var_oos_evaluation.m
..........................\volat_d_days.TXT
..........................\junk\VF
..........................\junk
..........................\tips
Marcucci_Programs_and_Data