All functions and programs are supplied without any guarantees or support. Although I have used the main features of the functions successfully, some of the functions contain features I have rarely if ever used.
Several of the functions contain known or suspected errors in secondary features. These errors are flagged in the functions with "ERROR: ... ".
If you find additional errors in the functions, please notify me, and I may try to fix them.
|Statistical computations||MatLab code for various statistical computations. Includes OLS regression code, many statistical distribution functions,|
|Finance||MatLab code that performs various financial calculations.|
|GARCH models||Gauss code for maximum likelihood estimation of many different GARCH models|