Displaying 1 result from an estimated 1 matches for "capmdemo".
2006 Nov 12
2
looking for functions that can test/estimate CAMPM, APT, Fama's factor model, etc.
...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!
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