MFE Toolbox - Kevin Sheppard

Version 1.0.0 (2.83 MB) by Mafalda
https://github.com/bashtage/mfe-toolbox
5.0
(1)
581 Downloads
Updated 28 Jul 2024

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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 .

MATLAB Release Compatibility
Created with R2024a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Tags Add Tags

mfe-toolbox-main

mfe-toolbox-main/GUI

mfe-toolbox-main/bootstrap

mfe-toolbox-main/crosssection

mfe-toolbox-main/distributions

mfe-toolbox-main/duplication

mfe-toolbox-main/multivariate

mfe-toolbox-main/realized

mfe-toolbox-main/sandbox

mfe-toolbox-main/tests

mfe-toolbox-main/timeseries

mfe-toolbox-main/univariate

mfe-toolbox-main/utility

Version Published Release Notes
1.0.0