文件列表:
Garch6
......\.DS_Store,6148,2010-03-25
......\data
......\....\cac40.bn7,50120,2009-06-30
......\....\cac40.in7,390,2009-06-30
......\....\cac40.xls,138479,2009-06-30
......\....\DJNQ.xls,889396,2009-06-30
......\....\FX_USD_1990_1994.bn7,2890000,2009-06-30
......\....\FX_USD_1990_1994.in7,21601,2009-06-30
......\....\nasdaq.bn7,65552,2009-06-30
......\....\nasdaq.in7,177,2009-06-30
......\....\nasdaq.xls,236544,2009-06-30
......\....\TXCH.xls,461926,2009-06-30
......\garch.dll,130560,2010-03-09
......\garch.h,27178,2010-03-17
......\garch.oxo,304185,2010-03-23
......\garch.so,44679,2010-03-11
......\garch_64.dll,127488,2010-03-09
......\garch_64.so,50237,2010-03-11
......\garch_osx.so,95008,2010-03-09
......\maxsa.oxo,8074,2010-03-17
......\readmeGarch6.txt,8200,2010-03-17
......\samples
......\.......\.DS_Store,6148,2010-03-25
......\.......\FFF.ox,6544,2009-06-30
......\.......\Forecast.ox,2843,2009-06-30
......\.......\GarchEstim.ox,4574,2010-03-25
......\.......\GarchEstim_Dated_Database.ox,454,2009-06-30
......\.......\GarchEstim_Globals.ox,543,2009-06-30
......\.......\GarchEstim_Modified.ox,376,2009-06-30
......\.......\GarchEstim_Riskmetrics.ox,4474,2009-06-30
......\.......\Oxgauss
......\.......\.......\GarchEstim.ox,664,2009-06-30
......\.......\.......\gaussprocs.h,136,2009-06-30
......\.......\.......\gaussprocs.src,2319,2009-06-30
......\.......\Simulation_Q.ox,3723,2009-06-30
......\.......\Simulation_RBD_TSE.ox,7509,2009-06-30
......\.......\Simulation_RS.ox,4593,2009-06-30
......\.......\Simulation_Runs.ox,3196,2009-06-30
......\.......\Simulation_VR.ox,3770,2009-06-30
......\.......\Simulation_VR_GARCH.ox,4847,2009-06-30
......\.......\Simul_Continuous_GARCH.ox,2797,2009-06-30
......\.......\Simul_Continuous_GARCH_Jumps.ox,2864,2009-06-30
......\.......\Simul_Continuous_GARCH_Jumps_JumpDetection_LeeMykland.ox,2580,2009-06-30
......\.......\Simul_Continuous_GARCH_R2.ox,4544,2009-06-30
......\.......\Simul_Continuous_GARCH_RV.ox,2555,2009-06-30
......\.......\Simul_Garch.ox,1757,2009-06-30
......\.......\Simul_Wiener.ox,717,2009-06-30
......\.......\StartValues_Bounds.ox,1746,2009-06-30
......\.......\Stationarity_constr.ox,1748,2009-06-30
......\.......\Stat_Constr_FIGARCH.ox,2916,2009-06-30
......\.......\Stat_Constr_FIGARCH_Conrad_Haag_Check.ox,4423,2009-06-30
......\.......\Stat_Constr_FIGARCH_Conrad_Haag_Impose.ox,3410,2009-06-30
......\.......\Stat_Constr_GARCH.ox,1813,2009-06-30
......\.......\Stat_Constr_HYGARCH_Conrad_Check.ox,4488,2009-06-30
......\.......\Stat_Constr_HYGARCH_Conrad_Impose.ox,3650,2009-06-30
......\.......\Tests.ox,1225,2009-06-30
......\.......\UR_TESTS.ox,475,2009-06-30
......\.......\Variance_Targeting.ox,1956,2009-06-30
......\.......\VaR_insample.ox,3090,2009-06-30
......\.......\VaR_outofsample.ox,3759,2009-06-30
__MACOSX
........\Garch6
........\......\._.DS_Store,82,2010-03-25
........\......\._garch.dll,225,2010-03-09
........\......\._garch.oxo,82,2010-03-23
........\......\._garch.so,225,2010-03-11
........\......\._garch_64.dll,225,2010-03-09
........\......\._garch_64.so,225,2010-03-11
........\......\._garch_osx.so,225,2010-03-09
........\......\._maxsa.oxo,82,2010-03-17
........\......\._readmeGarch6.txt,82,2010-03-17
........\......\data
........\......\....\._cac40.bn7,82,2009-06-30
........\......\....\._cac40.in7,82,2009-06-30
........\......\....\._cac40.xls,82,2009-06-30
........\......\....\._DJNQ.xls,82,2009-06-30
........\......\....\._FX_USD_1990_1994.bn7,82,2009-06-30
........\......\....\._FX_USD_1990_1994.in7,82,2009-06-30
........\......\....\._nasdaq.bn7,82,2009-06-30
........\......\....\._nasdaq.in7,82,2009-06-30
........\......\....\._nasdaq.xls,82,2009-06-30
........\......\....\._TXCH.xls,82,2009-06-30
........\......\samples
........\......\.......\._.DS_Store,82,2010-03-25
........\......\.......\._FFF.ox,82,2009-06-30
........\......\.......\._Forecast.ox,82,2009-06-30
........\......\.......\._GarchEstim_Dated_Database.ox,82,2009-06-30
........\......\.......\._GarchEstim_Globals.ox,82,2009-06-30
........\......\.......\._GarchEstim_Modified.ox,82,2009-06-30
........\......\.......\._GarchEstim_Riskmetrics.ox,82,2009-06-30
........\......\.......\._Simulation_Q.ox,82,2009-06-30
........\......\.......\._Simulation_RBD_TSE.ox,82,2009-06-30
........\......\.......\._Simulation_RS.ox,82,2009-06-30
........\......\.......\._Simulation_Runs.ox,82,2009-06-30
........\......\.......\._Simulation_VR.ox,82,2009-06-30
........\......\.......\._Simulation_VR_GARCH.ox,82,2009-06-30
........\......\.......\._Simul_Continuous_GARCH.ox,82,2009-06-30
........\......\.......\._Simul_Continuous_GARCH_Jumps.ox,82,2009-06-30
........\......\.......\._Simul_Continuous_GARCH_Jumps_JumpDetection_LeeMykland.ox,82,2009-06-30