RunMyCode_SysRiskMeasures_R2015b

代码说明：

说明：  基于DCC-GARCH-CoVaR模型估计系统风险(Dcc-garch-covar model is used to estimate systemic risk)

文件列表：

RunMyCode_SysRiskMeasures_R2015b, 0 , 2020-08-27
RunMyCode_SysRiskMeasures_R2015b\dcc_hessian.m, 1511 , 2012-02-26
__MACOSX, 0 , 2020-09-30
__MACOSX\RunMyCode_SysRiskMeasures_R2015b, 0 , 2020-09-30
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._dcc_hessian.m, 218 , 2012-02-26
RunMyCode_SysRiskMeasures_R2015b\Data_RMC.txt, 60992 , 2020-08-26
RunMyCode_SysRiskMeasures_R2015b\quantilereg.m, 1997 , 2014-09-17
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._quantilereg.m, 218 , 2014-09-17
RunMyCode_SysRiskMeasures_R2015b\.DS_Store, 6148 , 2020-08-26
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._.DS_Store, 120 , 2020-08-26
RunMyCode_SysRiskMeasures_R2015b\GJRgarchlikelihood.m, 2030 , 2014-09-17
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._GJRgarchlikelihood.m, 218 , 2014-09-17
RunMyCode_SysRiskMeasures_R2015b\Data_RMC.xls, 157461 , 2013-11-11
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._Data_RMC.xls, 218 , 2013-11-11
RunMyCode_SysRiskMeasures_R2015b\hessian_2sided.m, 2026 , 2011-01-12
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._hessian_2sided.m, 218 , 2011-01-12
RunMyCode_SysRiskMeasures_R2015b\dcc_mvgarch.m, 8516 , 2015-09-29
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._dcc_mvgarch.m, 218 , 2015-09-29
RunMyCode_SysRiskMeasures_R2015b\call_fct.m, 7067 , 2020-08-26
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._call_fct.m, 218 , 2020-08-26
RunMyCode_SysRiskMeasures_R2015b\fct_MES.m, 1083 , 2014-09-17
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._fct_MES.m, 218 , 2014-09-17
RunMyCode_SysRiskMeasures_R2015b\ComparisonofResults2015bvs2010a.doc, 1309696 , 2015-09-29
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._ComparisonofResults2015bvs2010a.doc, 274 , 2015-09-29
RunMyCode_SysRiskMeasures_R2015b\GJRgarch.m, 4640 , 2014-09-17
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._GJRgarch.m, 218 , 2014-09-17
RunMyCode_SysRiskMeasures_R2015b\main_script.m, 3141 , 2020-08-26
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._main_script.m, 218 , 2020-08-26
RunMyCode_SysRiskMeasures_R2015b\dcc_mvgarch_likelihood.m, 3660 , 2014-09-17
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._dcc_mvgarch_likelihood.m, 218 , 2014-09-17
RunMyCode_SysRiskMeasures_R2015b\tempHt.mat, 65346 , 2020-08-26
RunMyCode_SysRiskMeasures_R2015b\dcc_mvgarch_full_likelihood.m, 3795 , 2014-09-17
__MACOSX\RunMyCode_SysRiskMeasures_R2015b\._dcc_mvgarch_full_likelihood.m, 218 , 2014-09-17
__MACOSX\._RunMyCode_SysRiskMeasures_R2015b, 182 , 2020-08-27