- h simulate - is for you. Its example program syntax at the bottom gives
you the clearest possible advice as to the implementation of MC in Stata.
Martin Weiss
_________________________________________________________________
Diplom-Kaufmann Martin Weiss
Mohlstrasse 36
Room 415
72074 Tuebingen
Germany
Fon: 0049-7071-2978184
Home: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1130
Publications: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1131
SSRN: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=669945
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of emanuele
canegrati
Sent: Wednesday, July 02, 2008 12:30 PM
To: [email protected]
Subject: st: montecarlo simulations with actual distributions
Dear Users,
I have to perform some montecarlo simulations of market returns with STATA.
I would like to generate these returns from the original time series under
the condition they reflect the actual PDF and so I think I need to calculate
the mean and the standard deviations of returns. Which is the programme I
have to write? I have to perform any non-parametric analysis before in order
to calculate the actual distribution of my returns?
Thank you in advance.
Kind Regards,
Emanuele Canegrati
_________________________________________________________________
News, entertainment and everything you care about at Live.com. Get it now!
http://www.live.com/getstarted.aspx
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
