www.gusucode.com > risk 案例源码程序 matlab代码 > risk/GenerateCCTestResultsExample.m

    %% Generate CC Test Results  

%% 
% Create a |varbacktest| object. 
load VaRBacktestData
vbt = varbacktest(EquityIndex,Normal95)  

%% 
% Generate the |cc| test results. 
TestResults = cc(vbt)