www.gusucode.com > risk 案例源码程序 matlab代码 > risk/GenerateTBFITestExample.m
%% Generate TBFI Test Results %% % Create a |varbacktest| object. load VaRBacktestData vbt = varbacktest(EquityIndex,Normal95) %% % Generate the |tbfi| test results. TestResults = tbfi(vbt)