Quotreview
To walk through the code and for a thorough description, refer toA. Meucci (2009) , "Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck",Latest version of article and code available at http://symmys.com/node/132
Platforms: Matlab
License: Freeware | Size: 143.36 KB | Download (52): Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck Download |
Discrete-time models: random walk, ARMA, fractional integration, GARCH). Continuous-time counterparts: Levy processes, Ornstein-Uhlenbeck, fractional Brownian motion, stochastic volatility, subordination.To walk through the code and for a thorough description, refer to A. Meucci (2009), "Review...
Platforms: Matlab
License: Freeware | Size: 4.69 MB | Download (43): Review of Discrete and Continuous Processes in Finance Download |
To walk through the code and for a thorough description, seeMeucci A., "Review of Dynamic Allocation Strategies"Latest version of article and code available at http://symmys.com/node/153
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (47): Review of Dynamic Allocation Strategies Download |
This simple module allows Ubercart store administrators to set the minimum and maximum number of items to be in the shopping cart before a user is allowed to proceed to checkout.Installation and configurationInstallation is like any other module. Download the tar.gz file from this project page...
Platforms: PHP
License: Freeware | Size: 10 KB | Download (48): Ubercart Min/Max Order Quantity Download |