├── DCC_toolbox ├── DCC2 │ ├── F.m │ ├── F.prj │ ├── F_mex.mexmaci64 │ ├── G.m │ ├── G.prj │ ├── G_mex.mexmaci64 │ ├── GarchDCC_X_example_2.m │ ├── LcOriginal.m │ ├── LcOriginal.prj │ ├── LcOriginal_mex.mexmaci64 │ ├── LcOriginal_mex.mexw64 │ ├── codegen │ │ └── mex │ │ │ ├── F │ │ │ ├── F.cpp │ │ │ ├── F.h │ │ │ ├── F.o │ │ │ ├── F_data.cpp │ │ │ ├── F_data.h │ │ │ ├── F_data.o │ │ │ ├── F_emxutil.cpp │ │ │ ├── F_emxutil.h │ │ │ ├── F_emxutil.o │ │ │ ├── F_initialize.cpp │ │ │ ├── F_initialize.h │ │ │ ├── F_initialize.o │ │ │ ├── F_mex.mexmaci64 │ │ │ ├── F_mex.mk │ │ │ ├── F_mex.mki │ │ │ ├── F_mex.sh │ │ │ ├── F_mex_mex.map │ │ │ ├── F_terminate.cpp │ │ │ ├── F_terminate.h │ │ │ ├── F_terminate.o │ │ │ ├── F_types.h │ │ │ ├── _coder_F_api.o │ │ │ ├── _coder_F_info.o │ │ │ ├── _coder_F_mex.o │ │ │ ├── buildInfo.mat │ │ │ ├── eml_int_forloop_overflow_check.cpp │ │ │ ├── eml_int_forloop_overflow_check.h │ │ │ ├── eml_int_forloop_overflow_check.o │ │ │ ├── epsilonToY.cpp │ │ │ ├── epsilonToY.h │ │ │ ├── epsilonToY.o │ │ │ ├── error.cpp │ │ │ ├── error.h │ │ │ ├── error.o │ │ │ ├── gcGuiReport.mat │ │ │ ├── html │ │ │ │ ├── F1_mcode.html │ │ │ │ ├── F1_watch.html │ │ │ │ ├── F_buildlog1.html │ │ │ │ ├── F_buildlog2.html │ │ │ │ ├── F_buildlog3.html │ │ │ │ ├── F_buildlog4.html │ │ │ │ ├── F_cpp.html │ │ │ │ ├── F_data_cpp.html │ │ │ │ ├── F_data_h.html │ │ │ │ ├── F_emxutil_cpp.html │ │ │ │ ├── F_emxutil_h.html │ │ │ │ ├── F_h.html │ │ │ │ ├── F_initialize_cpp.html │ │ │ │ ├── F_initialize_h.html │ │ │ │ ├── F_terminate_cpp.html │ │ │ │ ├── F_terminate_h.html │ │ │ │ ├── F_types_h.html │ │ │ │ ├── _coder_F_api_cpp.html │ │ │ │ ├── _coder_F_api_h.html │ │ │ │ ├── _coder_F_info_cpp.html │ │ │ │ ├── _coder_F_info_h.html │ │ │ │ ├── _coder_F_mex_cpp.html │ │ │ │ ├── _coder_F_mex_h.html │ │ │ │ ├── contents_file.tmp │ │ │ │ ├── eml_int_forloop_overflow_check_cpp.html │ │ │ │ ├── eml_int_forloop_overflow_check_h.html │ │ │ │ ├── epsilonToY93_mcode.html │ │ │ │ ├── epsilonToY93_watch.html │ │ │ │ ├── epsilonToY_cpp.html │ │ │ │ ├── epsilonToY_h.html │ │ │ │ ├── error_cpp.html │ │ │ │ ├── error_h.html │ │ │ │ ├── exported_values.mat │ │ │ │ ├── hilite_warning.png │ │ │ │ ├── index.css │ │ │ │ ├── index.html │ │ │ │ ├── mean_cpp.html │ │ │ │ ├── mean_h.html │ │ │ │ ├── mex_warning.html │ │ │ │ ├── power_cpp.html │ │ │ │ ├── power_h.html │ │ │ │ ├── resources │ │ │ │ │ ├── Error_document.gif │ │ │ │ │ ├── Fatal_document.gif │ │ │ │ │ ├── Warning_document.gif │ │ │ │ │ ├── cc_sourcecodec.png │ │ │ │ │ ├── collapsible-last.gif │ │ │ │ │ ├── collapsible.gif │ │ │ │ │ ├── cs_document_check.png │ │ │ │ │ ├── cs_document_error.png │ │ │ │ │ ├── cs_document_warning.png │ │ │ │ │ ├── cs_folder_close_check.png │ │ │ │ │ ├── cs_folder_close_error.png │ │ │ │ │ ├── cs_folder_close_warning.png │ │ │ │ │ ├── cs_folder_open_check.png │ │ │ │ │ ├── cs_folder_open_error.png │ │ │ │ │ ├── cs_folder_open_warning.png │ │ │ │ │ ├── css │ │ │ │ │ │ └── coder_app.css │ │ │ │ │ ├── emcvhtml.js │ │ │ │ │ ├── eml_report.css │ │ │ │ │ ├── eml_report_interactions.js │ │ │ │ │ ├── eml_report_layout.js │ │ │ │ │ ├── expandable-last.gif │ │ │ │ │ ├── expandable.gif │ │ │ │ │ ├── folderclosed.gif │ │ │ │ │ ├── folderopen.gif │ │ │ │ │ ├── help.png │ │ │ │ │ ├── hilite_warning.png │ │ │ │ │ ├── inspect.html │ │ │ │ │ ├── jQuery │ │ │ │ │ │ ├── jquery-1.3.2.min.js │ │ │ │ │ │ ├── jquery-ui-1.7.custom.min.js │ │ │ │ │ │ ├── jquery.hotkeys-0.7.8.js │ │ │ │ │ │ ├── jquery.tablesorter.mod.js │ │ │ │ │ │ └── ui.resizable.css │ │ │ │ │ ├── js │ │ │ │ │ │ └── coder_app.js │ │ │ │ │ ├── leaf-last.gif │ │ │ │ │ ├── leaf.gif │ │ │ │ │ ├── matlab-report-styles.css │ │ │ │ │ ├── mhighlight.css │ │ │ │ │ ├── nav.html │ │ │ │ │ ├── navToolbar.html │ │ │ │ │ ├── nolines_minus.gif │ │ │ │ │ ├── nolines_plus.gif │ │ │ │ │ ├── right_arrow.gif │ │ │ │ │ ├── rtwannotate.js │ │ │ │ │ ├── rtwhilite.js │ │ │ │ │ ├── rtwmsg.html │ │ │ │ │ ├── rtwreport.css │ │ │ │ │ ├── rtwreport_utils.js │ │ │ │ │ ├── rtwshrink.js │ │ │ │ │ ├── search.js │ │ │ │ │ ├── spinner.gif │ │ │ │ │ ├── status_failed.png │ │ │ │ │ ├── status_passed.png │ │ │ │ │ ├── status_warning.png │ │ │ │ │ ├── tablesorter_bkgrd.png │ │ │ │ │ ├── texture_blue.png │ │ │ │ │ ├── texture_gray1.png │ │ │ │ │ ├── texture_gray2.png │ │ │ │ │ └── webview_codegen.js │ │ │ │ ├── rt_nonfinite_h.html │ │ │ │ ├── rtwshrink.js │ │ │ │ ├── rtwtypes_h.html │ │ │ │ ├── scalexpAlloc_cpp.html │ │ │ │ ├── scalexpAlloc_h.html │ │ │ │ ├── sqrt_cpp.html │ │ │ │ ├── sqrt_h.html │ │ │ │ ├── warning_cpp.html │ │ │ │ └── warning_h.html │ │ │ ├── interface │ │ │ │ ├── _coder_F_api.cpp │ │ │ │ ├── _coder_F_api.h │ │ │ │ ├── _coder_F_info.cpp │ │ │ │ ├── _coder_F_info.h │ │ │ │ ├── _coder_F_mex.cpp │ │ │ │ └── _coder_F_mex.h │ │ │ ├── mean.cpp │ │ │ ├── mean.h │ │ │ ├── mean.o │ │ │ ├── power.cpp │ │ │ ├── power.h │ │ │ ├── power.o │ │ │ ├── rt_nonfinite.h │ │ │ ├── rtwtypes.h │ │ │ ├── scalexpAlloc.cpp │ │ │ ├── scalexpAlloc.h │ │ │ ├── scalexpAlloc.o │ │ │ ├── setEnv.sh │ │ │ ├── sqrt.cpp │ │ │ ├── sqrt.h │ │ │ ├── sqrt.o │ │ │ ├── warning.cpp │ │ │ ├── warning.h │ │ │ └── warning.o │ │ │ └── G │ │ │ ├── G.cpp │ │ │ ├── G.h │ │ │ ├── G.o │ │ │ ├── G_data.cpp │ │ │ ├── G_data.h │ │ │ ├── G_data.o │ │ │ ├── G_emxutil.cpp │ │ │ ├── G_emxutil.h │ │ │ ├── G_emxutil.o │ │ │ ├── G_initialize.cpp │ │ │ ├── G_initialize.h │ │ │ ├── G_initialize.o │ │ │ ├── G_mex.mexmaci64 │ │ │ ├── G_mex.mk │ │ │ ├── G_mex.mki │ │ │ ├── G_mex.sh │ │ │ ├── G_mex_mex.map │ │ │ ├── G_terminate.cpp │ │ │ ├── G_terminate.h │ │ │ ├── G_terminate.o │ │ │ ├── G_types.h │ │ │ ├── _coder_G_api.o │ │ │ ├── _coder_G_info.o │ │ │ ├── _coder_G_mex.o │ │ │ ├── buildInfo.mat │ │ │ ├── eml_int_forloop_overflow_check.cpp │ │ │ ├── eml_int_forloop_overflow_check.h │ │ │ ├── eml_int_forloop_overflow_check.o │ │ │ ├── epsilonToY.cpp │ │ │ ├── epsilonToY.h │ │ │ ├── epsilonToY.o │ │ │ ├── error.cpp │ │ │ ├── error.h │ │ │ ├── error.o │ │ │ ├── gcGuiReport.mat │ │ │ ├── html │ │ │ ├── G1_mcode.html │ │ │ ├── G1_watch.html │ │ │ ├── G_buildlog1.html │ │ │ ├── G_buildlog2.html │ │ │ ├── G_buildlog3.html │ │ │ ├── G_buildlog4.html │ │ │ ├── G_cpp.html │ │ │ ├── G_data_cpp.html │ │ │ ├── G_data_h.html │ │ │ ├── G_emxutil_cpp.html │ │ │ ├── G_emxutil_h.html │ │ │ ├── G_h.html │ │ │ ├── G_initialize_cpp.html │ │ │ ├── G_initialize_h.html │ │ │ ├── G_terminate_cpp.html │ │ │ ├── G_terminate_h.html │ │ │ ├── G_types_h.html │ │ │ ├── _coder_G_api_cpp.html │ │ │ ├── _coder_G_api_h.html │ │ │ ├── _coder_G_info_cpp.html │ │ │ ├── _coder_G_info_h.html │ │ │ ├── _coder_G_mex_cpp.html │ │ │ ├── _coder_G_mex_h.html │ │ │ ├── contents_file.tmp │ │ │ ├── eml_int_forloop_overflow_check_cpp.html │ │ │ ├── eml_int_forloop_overflow_check_h.html │ │ │ ├── epsilonToY93_mcode.html │ │ │ ├── epsilonToY93_watch.html │ │ │ ├── epsilonToY_cpp.html │ │ │ ├── epsilonToY_h.html │ │ │ ├── error_cpp.html │ │ │ ├── error_h.html │ │ │ ├── exported_values.mat │ │ │ ├── hilite_warning.png │ │ │ ├── index.css │ │ │ ├── index.html │ │ │ ├── mean_cpp.html │ │ │ ├── mean_h.html │ │ │ ├── mex_warning.html │ │ │ ├── power_cpp.html │ │ │ ├── power_h.html │ │ │ ├── resources │ │ │ │ ├── Error_document.gif │ │ │ │ ├── Fatal_document.gif │ │ │ │ ├── Warning_document.gif │ │ │ │ ├── cc_sourcecodec.png │ │ │ │ ├── collapsible-last.gif │ │ │ │ ├── collapsible.gif │ │ │ │ ├── cs_document_check.png │ │ │ │ ├── cs_document_error.png │ │ │ │ ├── cs_document_warning.png │ │ │ │ ├── cs_folder_close_check.png │ │ │ │ ├── cs_folder_close_error.png │ │ │ │ ├── cs_folder_close_warning.png │ │ │ │ ├── cs_folder_open_check.png │ │ │ │ ├── cs_folder_open_error.png │ │ │ │ ├── cs_folder_open_warning.png │ │ │ │ ├── css │ │ │ │ │ └── coder_app.css │ │ │ │ ├── emcvhtml.js │ │ │ │ ├── eml_report.css │ │ │ │ ├── eml_report_interactions.js │ │ │ │ ├── eml_report_layout.js │ │ │ │ ├── expandable-last.gif │ │ │ │ ├── expandable.gif │ │ │ │ ├── folderclosed.gif │ │ │ │ ├── folderopen.gif │ │ │ │ ├── help.png │ │ │ │ ├── hilite_warning.png │ │ │ │ ├── inspect.html │ │ │ │ ├── jQuery │ │ │ │ │ ├── jquery-1.3.2.min.js │ │ │ │ │ ├── jquery-ui-1.7.custom.min.js │ │ │ │ │ ├── jquery.hotkeys-0.7.8.js │ │ │ │ │ ├── jquery.tablesorter.mod.js │ │ │ │ │ └── ui.resizable.css │ │ │ │ ├── js │ │ │ │ │ └── coder_app.js │ │ │ │ ├── leaf-last.gif │ │ │ │ ├── leaf.gif │ │ │ │ ├── matlab-report-styles.css │ │ │ │ ├── mhighlight.css │ │ │ │ ├── nav.html │ │ │ │ ├── navToolbar.html │ │ │ │ ├── nolines_minus.gif │ │ │ │ ├── nolines_plus.gif │ │ │ │ ├── right_arrow.gif │ │ │ │ ├── rtwannotate.js │ │ │ │ ├── rtwhilite.js │ │ │ │ ├── rtwmsg.html │ │ │ │ ├── rtwreport.css │ │ │ │ ├── rtwreport_utils.js │ │ │ │ ├── rtwshrink.js │ │ │ │ ├── search.js │ │ │ │ ├── spinner.gif │ │ │ │ ├── status_failed.png │ │ │ │ ├── status_passed.png │ │ │ │ ├── status_warning.png │ │ │ │ ├── tablesorter_bkgrd.png │ │ │ │ ├── texture_blue.png │ │ │ │ ├── texture_gray1.png │ │ │ │ ├── texture_gray2.png │ │ │ │ └── webview_codegen.js │ │ │ ├── rt_nonfinite_h.html │ │ │ ├── rtwshrink.js │ │ │ ├── rtwtypes_h.html │ │ │ ├── scalexpAlloc_cpp.html │ │ │ ├── scalexpAlloc_h.html │ │ │ ├── sqrt_cpp.html │ │ │ ├── sqrt_h.html │ │ │ ├── warning_cpp.html │ │ │ └── warning_h.html │ │ │ ├── interface │ │ │ ├── _coder_G_api.cpp │ │ │ ├── _coder_G_api.h │ │ │ ├── _coder_G_info.cpp │ │ │ ├── _coder_G_info.h │ │ │ ├── _coder_G_mex.cpp │ │ │ └── _coder_G_mex.h │ │ │ ├── mean.cpp │ │ │ ├── mean.h │ │ │ ├── mean.o │ │ │ ├── power.cpp │ │ │ ├── power.h │ │ │ ├── power.o │ │ │ ├── rt_nonfinite.h │ │ │ ├── rtwtypes.h │ │ │ ├── scalexpAlloc.cpp │ │ │ ├── scalexpAlloc.h │ │ │ ├── scalexpAlloc.o │ │ │ ├── setEnv.sh │ │ │ ├── sqrt.cpp │ │ │ ├── sqrt.h │ │ │ ├── sqrt.o │ │ │ ├── warning.cpp │ │ │ ├── warning.h │ │ │ └── warning.o │ ├── dccMLE.m │ ├── epsilonToR_2.m │ ├── epsilonToY.m │ ├── garchDCC_X.m │ ├── generateData.m │ ├── generateData_corr.m │ └── myFixPointFinder.m ├── DCCcode │ ├── DCC.m │ ├── DCCsimple.m │ ├── dcc_hessian.m │ ├── dcc_mvgarch.m │ ├── dcc_mvgarch_full_likelihood.m │ ├── dcc_mvgarch_likelihood.m │ ├── dcc_univariate_simulate.m │ ├── fattailed_garch.m │ ├── fattailed_garchlikelihood.m │ ├── garchcore.m │ ├── hessian_2sided.m │ ├── license.txt │ └── tempHt.mat ├── Example.m ├── GarchDCC_X │ ├── DCC_X.m │ ├── DCC_X_mex.m │ ├── GarchDCC_X.mltbx │ ├── GarchDCC_X_example.m │ ├── LcOriginal.m │ ├── LcOriginal_mex.mexmaci64 │ ├── LcOriginal_mex.mexw64 │ ├── demos.xml │ ├── epsilonToR.m │ ├── generateData.m │ ├── html │ │ ├── GarchDCC_X_example.html │ │ ├── GarchDCC_X_example.png │ │ └── GarchDCC_X_example_01.png │ ├── loglikelihood_garch11.m │ └── rToEpsilon.m ├── README.rtf ├── SWcode │ ├── sliding_window.m │ └── tapered_sliding_window.m ├── Simulations │ ├── dcc_sim1.m │ ├── dcc_sim1_get_tpr_fpr.m │ └── dcc_sim_generate_data1.m ├── rest05_DCC.m └── tempHt.mat ├── DCD ├── DCD.m ├── DCD.mltbx ├── SignificantSingle1.m 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