%  Backus, Chernov, and Martin, "Disasters in equity index options"
%  Index of Matlab programs 
%  Written:  September 2008 and after
%
%  1. Data analysis 
%
%  Shiller_data.m                   computes summary statistics from data supplied by Shiller 
%  acf.m                            procedure to compute autocorrelations 
%
%  2. Properties of "disaster" models 
%
%  (a) Macro-finance models
%  entropy_bernoulli.m              entropy and cumulants for bernoulli jumps
%  entropy_poisson.m                ditto for poisson jumps  
%
%  (b) Option models 
%  entropy_options.m                entropy for Merton model 
%  options_merton.m                 option prices and implied vols for Merton model of option prices
%
%  3. Comparison of macro-finance and option models 
%
%  entropy_options_implied_cons     option prices and implied vols for Merton model of option prices
%  options....  
%
%  4. Other
%
%  tailprobs.m                      tail probabilities for poisson-normal mixtures 
%


%  OLD FILES 

%  fig_bernoulli.m