File list (Check if you may need any files):
markov garch
............\covariancematrix.m
............\ergebnismatrixegarchegarch.mat
............\likelihoodegarchegarch.m
............\likelihoodegarchegarchqml.m
............\likelihoodegarchgarch.m
............\likelihoodegarchgarchqml.m
............\likelihoodfrei.m
............\likelihoodfrei.m.txt
............\likelihoodfreiqml.m
............\likelihoodgarchgarch.m
............\likelihoodgarchgarchqml.m
............\main.m
............\Markov-switching EGARCH (Matlab).pdf
............\maximierung_likelihood.m
............\startvalues.m