File list (Check if you may need any files):
addToPath.m
Contents.m
bootstrap\block_bootstrap.m
.........\bsds.m
.........\mcs.m
.........\stationary_bootstrap.m
crosssection\ols.m
............\pca.m
distributions\composite_likelihood.m
.............\gedcdf.m
.............\gedinv.m
.............\gedloglik.m
.............\gedpdf.m
.............\gedrnd.m
.............\mvnormloglik.m
.............\normloglik.m
.............\skewtcdf.m
.............\skewtinv.m
.............\skewtloglik.m
.............\skewtpdf.m
.............\skewtrnd.m
.............\stdtcdf.m
.............\stdtinv.m
.............\stdtloglik.m
.............\stdtpdf.m
.............\stdtrnd.m
.uplication\chi2cdf.m
...........\iscompatible.m
...........\kurtosis.m
...........\normcdf.m
...........\norminv.m
...........\normpdf.m
...........\skewness.m
GUI\ARMAX.m
...\ARMAX_about.m
...\ARMAX_close_dialog.m
...\ARMAX_viewer.m
...\OxLogo.mat
multivariate\bekk.m
............\bekk_constraint.m
............\bekk_likelihood.m
............\bekk_parameter_transform.m
............\bekk_simulate.m
............\ccc_mvgarch.m
............\ccc_mvgarch_joint_likelihood.m
............\ccc_mvgarch_likelihood.m
............\ccc_mvgarch_simulate.m
............\dcc.m
............\dcc_fit_variance.m
............\dcc_inference_objective.m
............\dcc_likelihood.m
............\dcc_reconstruct_variance.m
............\gogarch.m
............\gogarch_likelihood.m
............\matrix_garch.m
............\matrix_garch_display.m
............\matrix_garch_likelihood.m
............\matrix_garch_simulate.m
............\o_mvgarch.m
............\ogarch_likelihood.m
............\rarch.m
............\rarch_constraint.m
............\rarch_likelihood.m
............\rarch_parameter_transform.m
............\rarch_simulate.m
............\rarch_test.m
............\rcc.m
............\rcc_constraint.m
............\rcc_likelihood.m
............\riskmetrics.m
............\riskmetrics2006.m
............\scalar_vt_vech.m
............\scalar_vt_vech_itransform.m
............\scalar_vt_vech_likelihood.m
............\scalar_vt_vech_simulate.m
............\scalar_vt_vech_starting_values.m
............\scalar_vt_vech_transform.m
tests\berkowitz.m
.....\jarquebera.m
.....\kolmogorov.m
.....\ljungbox.m
.....\lmtest1.m
.imeseries\acf.m
..........\aichqcsbic.m
..........\aicsbic.m
..........\arma_forecaster.m
..........\armaroots.m
..........\armaxerrors.m
..........\armaxfilter.m
..........\armaxfilter_core.m
..........\armaxfilter_likelihood.m
..........\armaxfilter_simulate.m
..........\augdf.m
..........\augdf_cvsim_tieup.m
..........\augdfautolag.m
..........\augdfcv.m
..........\beveridgenelson.m
..........\bkfilter.m
..........\convert_ma_roots.m
..........\grangercause.m