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by charlal
November 30th, 2007, 5:02 pm
Forum: Programming and Software Forum
Topic: MultiThreading in Matlab
Replies: 6
Views: 99252

MultiThreading in Matlab

Matlab r2007b permit multithreading
by charlal
July 29th, 2006, 8:31 pm
Forum: Technical Forum
Topic: problems in Copula
Replies: 13
Views: 114992

problems in Copula

<r>for beginning, you have the thesis of Andrew Patton (see "research") : <URL url="http://fmg.lse.ac.uk/~patton/for">http://fmg.lse.ac.uk/~patton/for</URL> goodness-if-fit, this little survey is useful : <URL url="http://www.danielberg.no/publications/CopulaGOF.pdfand">http://www.danielberg.no/publ...
by charlal
June 23rd, 2006, 12:09 pm
Forum: Book And Research Paper Forum
Topic: 'GARCH for groups'
Replies: 0
Views: 104745

'GARCH for groups'

I've Jstor and Econlit but i cannot succed to find this reference : Engle, Robert and Joseph Mezrich, (1996) "GARCH for Groups," Risk August, Vol. 9, No. 8: pp 36-40.Have anybody got this reference (pdf, ps or even djvu) ?many thanks,
by charlal
June 23rd, 2006, 12:02 pm
Forum: Book And Research Paper Forum
Topic: 'GARCH for groups'
Replies: 0
Views: 100824

'GARCH for groups'

I've Jstor and Econlit but i cannot succed to find this reference : Engle, Robert and Joseph Mezrich, (1996) "GARCH for Groups," Risk August, Vol. 9, No. 8: pp 36-40.Have anybody got this reference (pdf, ps or even djvu) ?many thanks,
by charlal
June 16th, 2006, 6:57 am
Forum: General Forum
Topic: GARCH COVAR ESTIMATES
Replies: 3
Views: 101756

GARCH COVAR ESTIMATES

<r>a useful survey on MV-GARCH :<URL url="http://www.core.ucl.ac.be/econometrics/Bauwens/Papers/2003-31-JAEfinal.pdfand"><LINK_TEXT text="http://www.core.ucl.ac.be/econometrics/ ... nal.pdfand">http://www.core.ucl.ac.be/econometrics/Bauwens/Papers/2003-31-JAEfinal.pdfand</LINK_TEXT></URL> the great ...
by charlal
June 11th, 2006, 7:57 pm
Forum: General Forum
Topic: request for Bloomberg's ticker code
Replies: 7
Views: 105002

request for Bloomberg's ticker code

<t>of course!i'm in PhD and currently working on the asian crisis. I need the interest rates in order to calculate the correlations of the differencial interest rate/exchange rate (with a mixing of markov switching model and DCC-MVGARCH). I have the data for the exchange rates but not the interest r...
by charlal
June 9th, 2006, 8:30 am
Forum: General Forum
Topic: request for Bloomberg's ticker code
Replies: 7
Views: 105002

request for Bloomberg's ticker code

Dear cksh2005, thanks a lot for the help !Getting this tickers was very important for me.Thanks again,charlal
by charlal
June 8th, 2006, 12:26 pm
Forum: General Forum
Topic: request for Bloomberg's ticker code
Replies: 7
Views: 105002

request for Bloomberg's ticker code

if you have a Bloomerg's terminal it takes only five minutes to search this ticker..... can anybody have a quick look at this ?! it will very help me!
by charlal
June 7th, 2006, 1:28 pm
Forum: General Forum
Topic: request for Bloomberg's ticker code
Replies: 7
Views: 105002

request for Bloomberg's ticker code

Thanks,but the problem is that I've no bloomberg's terminal with me so I can't find them.
by charlal
June 7th, 2006, 12:54 pm
Forum: General Forum
Topic: request for Bloomberg's ticker code
Replies: 7
Views: 105002

request for Bloomberg's ticker code

<t> Could anyone give me the Bloomberg 's ticker code for the for the daily lending (interest-) rate of the followig country : - Hong-Kong - Singapore - South Korea - taiwan - Malaysia - Indonesia - Philippines - Thailand This is going to help me do some important work but I'm in difficulty to get t...