Lumber Estimator
I wrote this code because I wanted to incorporate a new distribution in the model, not availiable in Matlab or OxMetrics. In this sample the input is a return series, it uses a Garch(1,1) model with a constant in mean in the returns, and calculates the maximum likelihood estimator (mle) for the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): In sample value at risk and backtesting Download |
These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the...
Platforms: Matlab
License: Freeware | Size: 6.62 MB | Download (46): Risk and Asset Allocation Download |
Simple Real Estate Pack is a package of real estate tools and widgets designed specifically for real estate industry blogs and web sites. The plugin includes mortgage and home affordability calculators, closing cost estimator, live mortgage rates, Trulia and ALTOS statistical charts, local...
Platforms: PHP
License: Freeware | Size: 665.6 KB | Download (49): Simple Real Estate Pack Download |