Factors on demand in matlab

The following Matlab project contains the source code and Matlab examples used for factors on demand. Three case studies: random matrix theory for estimation vs.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
!! READ ME !!.txt 1082
BlackScholesCall.m 616
DB_ImplVol.mat 224385
interpne.m 4524
S_Main.m 3585
AcceptByS.m 410
ExactNChooseK.m 206
Goodness.m 243
Naive.m 220
RejectByS.m 371
S_Main.m 1234
ComputeCrossCorrelation.m 1199
DB_Facts.mat 86054
DB_Rets.mat 3946855
DisplayCumumlBars.m 586
EstimateUnitNormalCorr.m 2240
MergeMargCop.m 151
MvnRndMatchCrossCov.m 2341
SeparateMargCop.m 214
SimulateFactorsResiduals.m 1282
S_Main.m 3992
license.txt 1314

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