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Title: R BETA GARCH Download
 Description: Peter R. Hansen, Asger Lunde, and Valeri Voev, "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility," Journal of Applied Econometrics, Vol. 29, No. 5, 2014, pp. 774-799.
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FilenameSizeDate
Realized BETA GARCH 0  2020-02-16

Realized BETA GARCH\.DS_Store 6148  2020-02-16

__MACOSX 0  2020-02-19

__MACOSX\Realized BETA GARCH 0  2020-02-19

__MACOSX\Realized BETA GARCH\._.DS_Store 120  2020-02-16

Realized BETA GARCH\hlv-progs 0  2020-02-16

Realized BETA GARCH\hlv-progs\InvFisher.m 102  2012-10-03

__MACOSX\Realized BETA GARCH\hlv-progs 0  2020-02-19

__MACOSX\Realized BETA GARCH\hlv-progs\._InvFisher.m 212  2012-10-03

Realized BETA GARCH\hlv-progs\EstimateRBGARCH_v01a.m 6847  2014-01-27

__MACOSX\Realized BETA GARCH\hlv-progs\._EstimateRBGARCH_v01a.m 212  2014-01-27

Realized BETA GARCH\hlv-progs\fLogLikc.m 374  2012-10-02

__MACOSX\Realized BETA GARCH\hlv-progs\._fLogLikc.m 212  2012-10-02

Realized BETA GARCH\hlv-progs\fLogL_Joint1_inC.m 448  2012-10-03

__MACOSX\Realized BETA GARCH\hlv-progs\._fLogL_Joint1_inC.m 212  2012-10-03

Realized BETA GARCH\hlv-progs\fLogL_Joint1.m 561  2012-10-04

__MACOSX\Realized BETA GARCH\hlv-progs\._fLogL_Joint1.m 212  2012-10-04

Realized BETA GARCH\hlv-progs\fLogL_Joint2.m 728  2012-10-06

__MACOSX\Realized BETA GARCH\hlv-progs\._fLogL_Joint2.m 212  2012-10-06

Realized BETA GARCH\hlv-progs\EstimateRBGARCH_v01.m 6785  2014-01-27

__MACOSX\Realized BETA GARCH\hlv-progs\._EstimateRBGARCH_v01.m 212  2014-01-27

Realized BETA GARCH\hlv-progs\TrimByC.m 130  2012-10-02

__MACOSX\Realized BETA GARCH\hlv-progs\._TrimByC.m 212  2012-10-02

Realized BETA GARCH\hlv-progs\PrintTable.m 348  2012-10-04

__MACOSX\Realized BETA GARCH\hlv-progs\._PrintTable.m 212  2012-10-04

Realized BETA GARCH\hlv-progs\Fisher.m 65  2012-10-03

__MACOSX\Realized BETA GARCH\hlv-progs\._Fisher.m 212  2012-10-03

Realized BETA GARCH\hlv-progs\fLogL_Vo2.m 347  2012-10-03

__MACOSX\Realized BETA GARCH\hlv-progs\._fLogL_Vo2.m 212  2012-10-03

__MACOSX\Realized BETA GARCH\._hlv-progs 212  2020-02-16

Realized BETA GARCH\hlv-data-binary 0  2020-02-16

Realized BETA GARCH\hlv-data-binary\realData_14541.mat 180314  2013-03-06

__MACOSX\Realized BETA GARCH\hlv-data-binary 0  2020-02-19

__MACOSX\Realized BETA GARCH\hlv-data-binary\._realData_14541.mat 212  2013-03-06

Realized BETA GARCH\hlv-data-binary\FF-data-2.xlsx 144045  2013-03-13

__MACOSX\Realized BETA GARCH\hlv-data-binary\._FF-data-2.xlsx 212  2013-03-13

Realized BETA GARCH\hlv-data-binary\headers.txt 242  2014-01-27

__MACOSX\Realized BETA GARCH\hlv-data-binary\._headers.txt 212  2014-01-27

__MACOSX\Realized BETA GARCH\._hlv-data-binary 212  2020-02-16

Realized BETA GARCH\readme.hlv.txt 2309  2020-02-16

__MACOSX\Realized BETA GARCH\._readme.hlv.txt 532  2020-02-16

Realized BETA GARCH\hlv-data-txt 0  2020-02-16

Realized BETA GARCH\hlv-data-txt\headers.txt 242  2014-01-27

__MACOSX\Realized BETA GARCH\hlv-data-txt 0  2020-02-19

__MACOSX\Realized BETA GARCH\hlv-data-txt\._headers.txt 212  2014-01-27

Realized BETA GARCH\hlv-data-txt\FFdata.txt 59736  2014-01-27

__MACOSX\Realized BETA GARCH\hlv-data-txt\._FFdata.txt 212  2014-01-27

Realized BETA GARCH\hlv-data-txt\CVXdata.txt 497485  2014-01-27

__MACOSX\Realized BETA GARCH\hlv-data-txt\._CVXdata.txt 212  2014-01-27

__MACOSX\Realized BETA GARCH\._hlv-data-txt 212  2020-02-16

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