(G)ARCH models and MS Excel

2001-01-16 Thread Chow, Ying-Foon
Does anyone have experience in doing ARCH or GARCH models in MS Excel? Any pointers or examples are appreciated. Regards, -- Ying-Foon Chow Department of Finance Tel: (+852) 2609 7638 The Chinese University of Hong KongFax: (+852) 2603 6586 Shatin, New Territories, Ho

MS Excel and statistics

2000-04-24 Thread Chow, Ying-Foon
Hi. I'd appreciate if someone can tell if there is any add-in or module for doing (a) studentized range tests, and (b) time series analysis in MS Excel? Thanks in advance. Regards, -- Ying-Foon Chow Department of Finance Tel: (+852) 2609 7638 The Chinese University of Hong