GARCH Toolbox for Matlab, developed by James LeSage.




File list:
Garch Toolbox for Matlab
.......................\armaxfilter.m
.......................\armaxfilter_likelihood.m
.......................\armaxsimulate.m
.......................\egarch.m
.......................\egarchcore.m
.......................\egarchEstLikelihood.m
.......................\egarchlikelihood.m
.......................\egarchsimulate.m
.......................\egarchX.m
.......................\egarchXcore.m
.......................\egarchXEstLikelihood.m
.......................\egarchXLikelihood.m
.......................\fattailed_garch.m
.......................\fattailed_garchlikelihood.m
.......................\fattailed_garchsimulate.m
.......................\garchcore.m
.......................\garcheviewscon.m
.......................\garcheviewslikelihood.m
.......................\garcheviewssimulate.m
.......................\garchgrad.m
.......................\garchinmean.m
.......................\garchinmeancore.m
.......................\garchinmeanlikelihood.m
.......................\garchinmeansimulate.m
.......................\garchlikelihood.m
.......................\garchpq.m
.......................\garchpq_eviews.m
.......................\garchsimulate.m
.......................\lagmatrix.m
.......................\mafilter.m
.......................\maxcore.m
.......................\maxfilter_likelihood.m
.......................\multigarch.m
.......................\multigarchcore.m
.......................\multigarchSimulate.m
.......................\multigarch_likelihood.m
.......................\multi_garch_constraints.m
.......................\multi_garch_paramsetup.m
.......................\newlagmatrix.m
.......................\skewtdis_LL.m
.......................\skewt_garch.m
.......................\skewt_garchlikelihood.m
.......................\tarch.m
.......................\tarchcore2.m
.......................\tarchlikelihood.m