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This is the code repository for the MFE Toolbox, a set of MATLAB routines primarily for modeling financial time series, although many of the functions are useful in other econometric problems, such as modeling macroeconomic time series data or applications to cross-sectional data.
Cite As
Mafalda (2026). MFE Toolbox - Kevin Sheppard (https://www.mathworks.com/matlabcentral/fileexchange/170381-mfe-toolbox-kevin-sheppard), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0 (2.83 MB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 |
