Hi all, I am also looking for interesting statistical experiments about testing and estimating CAPM, APT, Fama models, etc. using R using financial series data... please give me some pointers... I have been searching the R archives for the past a few hours and I vaguely got to know that there are programs do these interesting statistical things, but I just could not find where are they...
I have found for Matlab there are quite a few interesting experiments that I can play with: http://www.mathworks.com/products/finance/demos.html?file=/products/demos/shipping/finance/capmdemo.html But I really hope R can give me more resources and more functionalities esp. considering it is an open source and open platform among statisticians... Thanks a lot! [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
