Martin,
thank you very much indeed. Is there any minimum number of simulations to have reliable results?
Best
Emanuele
> From: [email protected]
> To: [email protected]
> Subject: st: RE: montecarlo simulations with actual distributions
> Date: Wed, 2 Jul 2008 12:36:15 +0200
>
> - 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
> _________________________________________________________________
>
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> 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
>
> _________________________________________________________________
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