search for: fama

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...

Hi mates, I have a problem. I am new to R and want to conduct the Fama/French asset pricing test. As I am from Germany, I cannot use the already computed factors from French's website, but need to compute them myself. So I have to sort a number of stocks into different portfolios using one factor, then subdivide these portfolios into several more using another fac...

Hi all, I was wondering whether there is a standard method to carry out fama-macbeth regressions in R. I have spent the last few hours looking around the help pages but nothing seems to be written about this. Thanks a lot! [[alternative HTML version deleted]]

...argumentos que van cambiando en las iteraciones de un ciclo largo, dado que estas v.a. dependen de otras en un muestreador de Gibbs (esto es sólo un detalle). El único modo que se me ocurre es mediante variables globales usando el operador "<<-" Sin embargo, esto tiene muy mala fama entre los gurús de la programación. Un ejemplo naif de lo que digo sería el siguiente: #................................................................ # asignas cte como variable global cte <<- -0.5 # Defines el nucleo de una densidad normal en funcion de x solo pdf <- function (x) {...

...oicotadas * PORQUE O CASSETA E PLANETA FAZ CAMPANHA CONTRA OS GA=DACHOS=20 Visite a p=E1gina do boicote:=20 http://www.pampa.alturl.com/boicote_fase_3.htm ou http://www.pampa.cjb.net/boicote_fase_3.htm A maioria das empresas listadas foram convidadas a interromper o financiame= nto da trupe de difamadores, mas se recusaram, ent=E3o PODE BOICOTAR QUE EL= ES MERECEM! Os produtos relacionados como transg=EAnicos - e note que s=E3o muitos - co= nstam na lista publicada pelo Greenpeace <http://www.greenpeace.org.br>. De= veriam estar rotulados como transg=EAnicos, mas n=E3o est=E3o, pois empre...

Hey all, I am trying to work under a State Space form, but I didn't get the help exactly. Have anyone eles used this functions? I was used to work with S-PLUS, but I have some codes I need to adpt. Thanks alot, Bernardo [[alternative HTML version deleted]]

...to be "refinements". Two weeks ago, Nash's teenage son Wade committed suicide after suffering years of torment following his mother's murder. In May 1996, a letter was sent to the tribunal by now former director of secure care services at John Oxley Dr Peter Fama. It said: "Should Ross be committed to the Tribunal for trial on a charge of manslaughter or murder, I have to report that he is now fit to be placed in corrective custody ... There is no clinical need for further detention of Ross in hospital." De Jersey has...

...ng around icecast. But that's also a way to open icecast. When I know what's going on, I know what I can do. The lack of open doors can also be known and not that bad if you want icecast to remain the fact of few people and keep it more or less to your own and be sure to grab most of the fama/pride/money. Here are my suggestions: - building up a simple webpage with a "bounties" system. A user can fill a form and ask for some specific feature. When a feature request already exists, a new user can simply vote for it. At the moment, I have to subscribe to the list and ask it...