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Title: MFE Toolbox Download
 Description: One of the software developed by Professor Kelvin sheppart, a student of the famous Nobel economics prize, Professor Robert Engle, focuses on the design of GARCH. Strengthen statistics from Bollerslev, Tim CCC-garch. There are tools for Garch such as Bootstrap method, GJR-garch, Figarch. and so on.
 Downloaders recently: [More information of uploader 徐雅馨 ]
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File list (Check if you may need any files): 
FilenameSizeDate
MFEToolbox

MFEToolbox\addToPath.m 1781 2012-03-26

MFEToolbox\bootstrap

MFEToolbox\bootstrap\block_bootstrap.m 1780 2012-08-14

MFEToolbox\bootstrap\bsds.m 5669 2012-03-27

MFEToolbox\bootstrap\mcs.m 6389 2012-03-27

MFEToolbox\bootstrap\stationary_bootstrap.m 1906 2012-08-14

MFEToolbox\Contents.m 48 2012-03-26

MFEToolbox\crosssection

MFEToolbox\crosssection\ols.m 3492 2012-03-26

MFEToolbox\crosssection\pca.m 3735 2012-03-26

MFEToolbox\distributions

MFEToolbox\distributions\composite_likelihood.m 1529 2012-04-17

MFEToolbox\distributions\gedcdf.m 1765 2012-03-26

MFEToolbox\distributions\gedinv.m 2201 2012-03-26

MFEToolbox\distributions\gedloglik.m 2337 2012-03-26

MFEToolbox\distributions\gedpdf.m 1460 2012-03-26

MFEToolbox\distributions\gedrnd.m 1937 2012-03-26

MFEToolbox\distributions\mvnormloglik.m 3220 2012-03-26

MFEToolbox\distributions\normloglik.m 2051 2012-03-26

MFEToolbox\distributions\skewtcdf.m 1569 2012-03-26

MFEToolbox\distributions\skewtinv.m 1542 2012-03-26

MFEToolbox\distributions\skewtloglik.m 2561 2012-03-26

MFEToolbox\distributions\skewtpdf.m 1254 2012-03-26

MFEToolbox\distributions\skewtrnd.m 1462 2012-03-26

MFEToolbox\distributions\stdtcdf.m 846 2012-03-26

MFEToolbox\distributions\stdtinv.m 919 2012-03-26

MFEToolbox\distributions\stdtloglik.m 2095 2012-03-26

MFEToolbox\distributions\stdtpdf.m 985 2012-03-26

MFEToolbox\distributions\stdtrnd.m 1368 2012-03-26

MFEToolbox\dlls

MFEToolbox\dlls\agarch_core.mexw64 9216 2012-09-13

MFEToolbox\dlls\armaxerrors.mexw64 9216 2012-09-13

MFEToolbox\dlls\composite_likelihood.mexw64 8704 2012-09-13

MFEToolbox\dlls\egarch_core.mexw64 9728 2012-09-13

MFEToolbox\dlls\igarch_core.mexw64 8704 2012-09-13

MFEToolbox\dlls\tarch_core.mexw64 8704 2012-09-13

MFEToolbox\duplication

MFEToolbox\duplication\chi2cdf.m 767 2012-03-26

MFEToolbox\duplication\iscompatible.m 4858 2012-03-26

MFEToolbox\duplication\kurtosis.m 643 2012-03-26

MFEToolbox\duplication\normcdf.m 988 2012-03-26

MFEToolbox\duplication\norminv.m 1067 2012-03-26

MFEToolbox\duplication\normpdf.m 1097 2012-03-26

MFEToolbox\duplication\skewness.m 576 2012-03-26

MFEToolbox\GUI

MFEToolbox\GUI\ARMAX.m 45715 2012-03-26

MFEToolbox\GUI\ARMAX_about.m 7292 2012-03-26

MFEToolbox\GUI\ARMAX_close_dialog.m 7503 2012-03-26

MFEToolbox\GUI\ARMAX_viewer.m 27587 2012-03-26

MFEToolbox\GUI\OxLogo.mat 12247 2012-03-26

MFEToolbox\mex_source

MFEToolbox\mex_source\agarch_core.c 3258 2012-03-26

MFEToolbox\mex_source\armaxerrors.c 3374 2012-04-22

MFEToolbox\mex_source\composite_likelihood.c 3741 2012-04-17

MFEToolbox\mex_source\egarch_core.c 3303 2012-03-26

MFEToolbox\mex_source\igarch_core.c 2684 2012-03-26

MFEToolbox\mex_source\tarch_core.c 2234 2012-03-26

MFEToolbox\multivariate

MFEToolbox\multivariate\bekk.m 6765 2012-04-13

MFEToolbox\multivariate\bekk_constraint.m 1185 2012-03-29

MFEToolbox\multivariate\bekk_likelihood.m 2370 2012-04-13

MFEToolbox\multivariate\bekk_parameter_transform.m 1820 2012-03-29

MFEToolbox\multivariate\bekk_simulate.m 4980 2012-04-13

MFEToolbox\multivariate\ccc_mvgarch.m 8420 2012-04-19

MFEToolbox\multivariate\ccc_mvgarch_joint_likelihood.m 2927 2012-03-26

MFEToolbox\multivariate\ccc_mvgarch_likelihood.m 1191 2012-03-26

MFEToolbox\multivariate\ccc_mvgarch_simulate.m 5752 2012-03-26

MFEToolbox\multivariate\dcc.m 15255 2012-04-20

MFEToolbox\multivariate\dcc_fit_variance.m 2447 2012-04-19

MFEToolbox\multivariate\dcc_inference_objective.m 2516 2012-04-17

MFEToolbox\multivariate\dcc_likelihood.m 5873 2012-04-17

MFEToolbox\multivariate\dcc_reconstruct_variance.m 1067 2012-04-17

MFEToolbox\multivariate\gogarch.m 7835 2012-04-16

MFEToolbox\multivariate\gogarch_likelihood.m 2951 2012-04-16

MFEToolbox\multivariate\matrix_garch.m 8776 2012-03-26

MFEToolbox\multivariate\matrix_garch_display.m 3471 2012-03-26

MFEToolbox\multivariate\matrix_garch_likelihood.m 3137 2012-03-26

MFEToolbox\multivariate\matrix_garch_simulate.m 6542 2012-03-26

MFEToolbox\multivariate\ogarch_likelihood.m 1200 2012-04-16

MFEToolbox\multivariate\o_mvgarch.m 6012 2012-04-17

MFEToolbox\multivariate\rarch.m 8104 2012-04-13

MFEToolbox\multivariate\rarch_constraint.m 914 2012-03-29

MFEToolbox\multivariate\rarch_likelihood.m 2655 2012-04-13

MFEToolbox\multivariate\rarch_parameter_transform.m 2645 2012-03-29

MFEToolbox\multivariate\rarch_simulate.m 4809 2012-04-02

MFEToolbox\multivariate\rarch_test.m 2746 2012-03-28

MFEToolbox\multivariate\rcc.m 15046 2012-04-20

MFEToolbox\multivariate\rcc_constraint.m 1079 2012-04-18

MFEToolbox\multivariate\rcc_likelihood.m 2832 2012-04-19

MFEToolbox\multivariate\riskmetrics.m 2219 2012-03-26

MFEToolbox\multivariate\riskmetrics2006.m 4433 2012-03-26

MFEToolbox\multivariate\scalar_vt_vech.m 10333 2012-04-01

MFEToolbox\multivariate\scalar_vt_vech_itransform.m 1668 2012-03-26

MFEToolbox\multivariate\scalar_vt_vech_likelihood.m 4483 2012-04-17

MFEToolbox\multivariate\scalar_vt_vech_simulate.m 5257 2012-03-26

MFEToolbox\multivariate\scalar_vt_vech_starting_values.m 3089 2012-04-01

MFEToolbox\multivariate\scalar_vt_vech_transform.m 2627 2012-05-09

MFEToolbox\realized

MFEToolbox\realized\ES_20090817.mat 1195216 2012-04-20

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