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)