The garch toolbox is perfect, it include the establishment of the model, the model of the test, the choice of the model..

Patton_copula_toolbox\ang_chen1.m
Patton_copula_toolbox\BB7UgivenV_inverse2.m
Patton_copula_toolbox\BB7UgivenV_t.m
Patton_copula_toolbox\bb7_rnd.m
Patton_copula_toolbox\beta_cdf.m
Patton_copula_toolbox\beta_d.m
Patton_copula_toolbox\beta_inv.m
Patton_copula_toolbox\beta_pdf.m
Patton_copula_toolbox\beta_rnd.m
Patton_copula_toolbox\bincoef.m
Patton_copula_toolbox\bingen.m
Patton_copula_toolbox\bino_cdf.m
Patton_copula_toolbox\bino_d.m
Patton_copula_toolbox\bino_pdf.m
Patton_copula_toolbox\bino_rnd.m
Patton_copula_toolbox\bisect2.m
Patton_copula_toolbox\bivarnormcdf.m
Patton_copula_toolbox\bivarnormcdf2.m
Patton_copula_toolbox\bivarnormcdf_arg.m
Patton_copula_toolbox\bivartcdfmc.m
Patton_copula_toolbox\bivartLL.m
Patton_copula_toolbox\bivartpdf.m
Patton_copula_toolbox\bivnormpdf.m
Patton_copula_toolbox\bivnorm_tvp1_CL.asv
Patton_copula_toolbox\bivnorm_tvp1_CL.m
Patton_copula_toolbox\bivtcopula_tvp1_CL.asv
Patton_copula_toolbox\bivtcopula_tvp1_CL.m
Patton_copula_toolbox\chis_cdf.m
Patton_copula_toolbox\chis_d.m
Patton_copula_toolbox\chis_inv.m
Patton_copula_toolbox\chis_pdf.m
Patton_copula_toolbox\chis_prb.m
Patton_copula_toolbox\chis_rnd.m
Patton_copula_toolbox\claytonCL.m
Patton_copula_toolbox\clayton_cdf.m
Patton_copula_toolbox\clayton_pdf.m
Patton_copula_toolbox\clayton_rnd.m
Patton_copula_toolbox\com_size.m
Patton_copula_toolbox\contents.html
Patton_copula_toolbox\contents.m
Patton_copula_toolbox\contents.xls
Patton_copula_toolbox\contour_plots_code.m
Patton_copula_toolbox\copula_example_code.asv
Patton_copula_toolbox\copula_example_code.m
Patton_copula_toolbox\corrcoef12.m
Patton_copula_toolbox\cov12.m
Patton_copula_toolbox\demo_distr.m
Patton_copula_toolbox\empiricalCDF.m
Patton_copula_toolbox\fdis_cdf.m
Patton_copula_toolbox\fdis_d.m
Patton_copula_toolbox\fdis_inv.m
Patton_copula_toolbox\fdis_pdf.m
Patton_copula_toolbox\fdis_prb.m
Patton_copula_toolbox\fdis_rnd.m
Patton_copula_toolbox\filtReturnsGARCH.m
Patton_copula_toolbox\frankCL.m
Patton_copula_toolbox\gamm_cdf.m
Patton_copula_toolbox\gamm_d.m
Patton_copula_toolbox\gamm_inv.m
Patton_copula_toolbox\gamm_pdf.m
Patton_copula_toolbox\gamm_rnd.m
Patton_copula_toolbox\gamm_rnd2.m
Patton_copula_toolbox\gamm_rnd3.m
Patton_copula_toolbox\gumbelCL.asv
Patton_copula_toolbox\gumbelCL.m
Patton_copula_toolbox\GumbelUgivenV_inverse2.m
Patton_copula_toolbox\GumbelUgivenV_t.m
Patton_copula_toolbox\gumbel_cdf.m
Patton_copula_toolbox\gumbel_pdf.m
Patton_copula_toolbox\Gumbel_rnd.m
Patton_copula_toolbox\Gumbel_tvp1_CL.m
Patton_copula_toolbox\hypg_cdf.m
Patton_copula_toolbox\hypg_d.m
Patton_copula_toolbox\hypg_inv.m
Patton_copula_toolbox\hypg_pdf.m
Patton_copula_toolbox\hypg_rnd.m
Patton_copula_toolbox\ibm_ccola_rets.txt
Patton_copula_toolbox\is_scalar.m
Patton_copula_toolbox\jc_CL.m
Patton_copula_toolbox\jc_pdf.m
Patton_copula_toolbox\jc_tvp_CL.m
Patton_copula_toolbox\kappa2tau.m
Patton_copula_toolbox\logn_cdf.m
Patton_copula_toolbox\logn_d.m
Patton_copula_toolbox\logn_inv.m
Patton_copula_toolbox\logn_pdf.m
Patton_copula_toolbox\logn_rnd.m
Patton_copula_toolbox\logt_cdf.m
Patton_copula_toolbox\logt_d.m
Patton_copula_toolbox\logt_inv.m
Patton_copula_toolbox\logt_pdf.m
Patton_copula_toolbox\logt_rnd.m
Patton_copula_toolbox\make_html.m
Patton_copula_toolbox\New Folder\zx.fig
Patton_copula_toolbox\New Folder\zxx.fig
Patton_copula_toolbox\nines.m
Patton_copula_toolbox\NormalCopula_cdf.asv
Patton_copula_toolbox\NormalCopula_cdf.m
Patton_copula_toolbox\NormalCopula_CL.m
Patton_copula_toolbox\NormalCopula_pdf.m

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