Matlab toolbox for Garch and

MEX Source
..........\egarchcore.c
..........\egarchXcore.c
..........\garchcore.c
..........\garchgrad.c
..........\garchinmeancore.c
..........\ivech.c
..........\maxcore.c
..........\multigarchcore.c
..........\recserarcore.c
..........\simgarchcore.c
..........\tarchcore.c
..........\vech.c
MV Garch
........\Bekk
........\....\diagonal_bekk_mvgarch.m
........\....\diagonal_bekk_mvgarch_likelihood.m
........\....\diagonal_bekk_simulate.m
........\....\full_bekk_mvgarch.m
........\....\full_bekk_mvgarch_likelihood.m
........\....\full_bekk_simulate.m
........\....\scalar_bekk_mvgarch.m
........\....\scalar_bekk_mvgarch_likelihood.m
........\....\scalar_bekk_simulate.m
........\Correlation MVGarch
........\...................\cc_ivech.m
........\...................\cc_mvgarch.m
........\...................\cc_mvgarch_full_likelihood.m
........\...................\cc_mvgarch_simulate.m
........\...................\dcc_hessian.m
........\...................\dcc_mvgarch.m
........\...................\dcc_mvgarch_full_likelihood.m
........\...................\dcc_mvgarch_likelihood.m
........\...................\dcc_mvgarch_test.m
........\...................\dcc_simulate.m
........\...................\dcc_univariate_simulate.m
........\...................\Idcc_mvgarch.m
........\...................\Idcc_mvgarch_full_likelihood.m
........\...................\Idcc_mvgarch_likelihood.m
........\ivech.m
........\o_mvgarch.m
........\pca.m
........\T Bekk
........\......\diagonal_bekk_T_est_likelihood.m
........\......\diagonal_bekk_T_likelihood.m
........\......\diagonal_bekk_T_mvgarch.m
........\......\full_bekk_T_est_likelihood.m
........\......\full_bekk_T_likelihood.m
........\......\full_bekk_T_mvgarch.m
........\......\scalar_bekk_T_est_likelihood.m
........\......\scalar_bekk_T_likelihood.m
........\......\scalar_bekk_T_mvgarch.m
........\vech.m
Post 7.1 32-bit Binaries
........................\egarchcore.mexw32
........................\egarchXcore.mexw32
........................\garchcore.mexw32
........................\garchgrad.mexw32
........................\garchinmeancore.mexw32
........................\ivech.mexw32
........................\maxcore.mexw32
........................\multigarchcore.mexw32
........................\recserarcore.mexw32
........................\simgarchcore.mexw32
........................\tarchcore.mexw32
........................\vech.mexw32
Pre 7.1 32-bit Binaries
.......................\egarchcore.dll
.......................\egarchXcore.dll
.......................\garchcore.dll
.......................\garchgrad.dll
.......................\garchinmeancore.dll
.......................\ivech.dll
.......................\maxcore.dll
.......................\multigarchcore.dll
.......................\recserarcore.dll
.......................\simgarchcore.dll
.......................\tarchcore.dll
.......................\vech.dll
Tests
.....\berkowitz.m
.....\jarquebera.m
.....\kolmogorov.m
.....\kscritical.m
.....\lilliefors.m
.....\ljq2.m
.....\lmtest1.m
.....\lmtest2.m
.....\shapirofrancia.m
.....\shapirowilks.m
Contents.m
fx.mat
hessian_2sided.m
license.txt
ucsd_garch_demo.m
64-bit Binaries
...............\egarchcore.mexw64
...............\egarchXcore.mexw64
...............\garchcore.mexw64
...............\garchgrad.mexw64

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