GitHub - keblu/Maitrise: Master degree project

Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
DATA		DATA
.gitattributes		.gitattributes
.gitignore		.gitignore
AheadGJR.m		AheadGJR.m
ArAhead.m		ArAhead.m
Blackscholes.m		Blackscholes.m
CalcProb.m		CalcProb.m
ComputeGJR.m		ComputeGJR.m
Data.mat		Data.mat
EvalModel.m		EvalModel.m
Norm_NLL.m		Norm_NLL.m
Result.xlsx		Result.xlsx
Returns.m		Returns.m
RollingCopula.m		RollingCopula.m
RollingGJR.m		RollingGJR.m
RollingHAR.m		RollingHAR.m
Rsstd.m		Rsstd.m
SKT_NLL.m		SKT_NLL.m
S_Stresstest.m		S_Stresstest.m
SimulateARMVCond.m		SimulateARMVCond.m
SimulateGJR.m		SimulateGJR.m
SimulateMVCond.m		SimulateMVCond.m
SimulateVoption.m		SimulateVoption.m
T_NLL.m		T_NLL.m
aicsbic.m		aicsbic.m
armaroots.m		armaroots.m
covnw.m		covnw.m
estimateGJR.m		estimateGJR.m
fetchData.m		fetchData.m
heterogeneousar.m		heterogeneousar.m
iscompatible.m		iscompatible.m
mvnAheadGJR.m		mvnAheadGJR.m
newlagmatrix.m		newlagmatrix.m
nllGJR.m		nllGJR.m
skewtinv.m		skewtinv.m
skewtrnd.m		skewtrnd.m