SystemicRisk Versions Save

• New bubbles detection systemic risk measures.
• Overall stability improvement for older and newer MATLAB versions.
• Minor fixes, improvements and cosmetic changes.

• New tail dependence systemic risk measures.
• Minor fixes, improvements and cosmetic changes.

• Improvement of dataset analysis with addition of statistical tests on returns.
• Minor fixes, improvements and cosmetic changes.

• Overall stability improvement for older MATLAB versions.
• Minor fixes, improvements and cosmetic changes.

Hotfix for the worksheets batch function.

• Addition of similarity statistics for measures comparison framework.
• Performance optimization of many models.
• Improvement of consistency of datasets, templates and results.
• Improvement of the common initialization script and enhanced robustness of main scripts.
• Minor fixes, improvements and cosmetic changes.

Hotfix for a typo in connectedness measures.

• Addition of a common initialization script.
• Addition of an analysis script to display previously computed systemic risk measures.
• Enhancement of datasets information and improvement of the validation process.
• Improvement of cross-compatibility for sorting functions.
• Minor fixes, improvements and cosmetic changes.

• Addition of CAViaR to cross-sectional measures.
• Improvement of consistency and cross-compatibility of the dataset parsing process.
• Rework of some plotting functions.
• Minor fixes, improvements and cosmetic changes.

• All models converted from internal functions to function files.
• Rework of measure scripts.
• Rework of parallel computing processes.
• Minor fixes, improvements and cosmetic changes.