论文复制的代码Peter R. Hansen, Asger Lunde, and Valeri Voev, "Realized Beta GARCH: A
Multivariate GARCH Model with Realized Measures of Volatility," Journal
of Applied Econometrics, Vol. 29, No. 5, 2014, pp. 774-799.

The file hlv-progs.zip contains two versions of the main Matlab file
(EstimateRBGARCH_v01.m and EstimateRBGARCH_v01a.m) that will estimate
the model, along with a number of functions that it calls. To make it
run properly, you have to change path to match your system. It may be
necessary to put the functions (.m files) in a folder called Procs.
The v01 version is designed to work with binary input files, and the
v01a version is designed to work with ASCII input files.

The files hlv-binary.zip and hlv-txt.zip contain the data in two
different formats. The former contains the files realData_14541.mat and
FF-data-2.xlsx. The latter contains the files CVXdata.txt, FFdata.txt,
and headers.txt.(Peter R. Hansen, Asger Lunde, and Valeri Voev, "Realized Beta GARCH: A
Multivariate GARCH Model with Realized Measures of Volatility," Journal
of Applied Econometrics, Vol. 29, No. 5, 2014, pp. 774-799.)