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.

Filename	Size	Update
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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