Chaos test by Ahmed Ben Saïda

A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. (chaos, bifurcation, lyapunov exponent)

chaosfn(Theta, X, L, m, q, ActiveFN)

chaostest.m

Estimation value at risk by using Conditional Copula-GARCH by Ali Najjar

Estimating VaR (conditional copula ga..., var, guassian copula)

varargout...

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

output=xls2tabulate2xls(xlsfilename)

Financial Seminar Demos by Ameya Deoras

Demos commonly used at The MathWorks financial modeling seminars. (finance, modeling, portfolio var risk ma...)

PortVaRmc(nsim)

blsimpv(so,x,r,t,call,maxiter,q,tol)

blsvis(varargin)

Dynamic Copula Toolbox 2.0 by Manthos Vogiatzoglou

functions to estimates various copula models via MLE (copula vines, copula garch, gaussian copula graph...)

Mann-Kendall Modified test by Simone Fatichi

Mann-Kendall non-parametric trend test modified to account for autocorrelations. (mann kendall modified, trend test, statistics)

Mann_Kendall_Modified.m

Chinese Matlab Digest: Matlab Technical Bulletin by Hong Zhang

Chinese Matlab Digest is the first matlab digest published in Chinese by www.iLoveMatlab.cn (digest, matlab digest, chinese digest)

Introduction to Econometrics Toolbox by Maziar Motahari

The M-file for "Introduction to Econometrics Toolbox" webinar (econometrics, garch, var)

Introduction_To_Econometrics_Toolbox_Webinar.m